Rafting the Grand Canyon: Whether you go for 3 days or 2 weeks, nothing comes even remotely close to matching the excitement of a raft trip through the Grand Canyon. Sure, the river is crowded with groups in the summer, but the grandeur of the canyon is more than enough to make up for it.
Attending a Rodeo: Any rodeo, and this state has plenty, will give you a glimpse of the Old West, but the rodeos in Prescott and Payson both claim to be the oldest in the country. Whether you head for the one in Prescott or the one in Payson, you'll see plenty of bronco busting, bull riding, and beer drinking.
Hiking into the Grand Canyon or Havasu Canyon: Not for the unfit or the faint of heart, a hike down into the Grand Canyon or Havasu Canyon is a journey through millions of years set in stone. This trip takes plenty of advance planning and requires some very strenuous hiking. With both a campground and a lodge at the bottom of each canyon, you can choose to make this trip with either a fully loaded backpack or just a light daypack.
Riding the Range at a Guest Ranch: Yes, there are still cowboys in Arizona. They ride ranges all over the state, and so can you if you book a stay at one of the many guest ranches (once known as dude ranches). You might even get to drive some cattle down the trail. After a long or short day in the saddle, you can soak in a hot tub, go for a swim, or play a game of tennis before chowing down.
Mountain Biking in Sedona: Forget Moab -- too many other hard-core mountain bikers. Among the red rocks of Sedona, you can pedal through awesome scenery on some of the most memorable single-track trails in the Southwest. There's even plenty of slickrock for that Canyonlands experience without the crowds.
Driving the Apache Trail: Much of this winding road, which passes just north of the Superstition Mountains, is unpaved and follows a rugged route once traveled by Apaches. Here is some of the most remote country in the Phoenix area, with far-reaching desert vistas and lots to see and do along the way.
Gazing at the Stars: Insomniacs and stargazers will find plenty to keep them sleepless in the desert as they peer at the stars through telescopes at Lowell Observatory in Flagstaff or Kitt Peak National Observatory near Tucson. In the town of Benson, you can even stay at a B&B that doubles as an astronomical observatory.
Bird-Watching in Southeastern Arizona: As an avid bird-watcher, I know that this isn't the most active of sports, but a birder can get in a bit of walking when it's necessary (like, maybe to get to the nesting tree of an elegant trogon). The southeast corner of the state is one of the best birding regions in the entire country.
Learning about Native American History at the Heard Museum: This is one of the nation's premier museums devoted to Native American cultures. In addition to historical exhibits, a huge kachina collection, and an excellent museum store, there are annual exhibits of contemporary Native American art as well as dance performances and demonstrations of traditional skills.
Gawking at Monument Valley: John Ford made it the hallmark of his Western movies, and no wonder: The starkly beautiful and fantastically shaped buttes and mesas of this valley are the quintessential Western landscape. You'll recognize Monument Valley the moment you see it.
Sleeping in a Wigwam: Back in the heyday of Route 66, the Wigwam Motel in Holbrook lured passing motorists with its unusual architecture: concrete wigwam-shape cabins. Today, this little motel is still a must for anyone on a Route 66 pilgrimage.
Taking a Vortex Tour in Sedona: Crystals and pyramids are nothing compared to the power of the Sedona vortexes, which just happen to be in the middle of some very beautiful scenery. Organized tours shuttle believers from one vortex to the next. If you offer it, they will come.
Touring Walpi Village: Of the Hopi villages that stand atop the mesas of northeastern Arizona, only Walpi, one of the oldest, offers guided tours. Hopi guides share information on the history of the village and the Hopi culture.
Visiting Tombstone: This is the real Old West -- Tombstone is a real town, unlike Old Tucson. However, "the town too tough to die" was reincarnated long ago as a major tourist attraction with gunslingers in the streets, stagecoach rides, and shootouts at the O.K. Corral.
