Well, I had my few hours in Arizona last weekend. The conference I attended in Scottsdale ended around noon and I had to catch a flight out of Phoenix the next day around 1 PM. I decided to spend some time in Sedona, famous for its red rocks and Oak Creek Canyon.
My experience in a nutshell: I arrived in Sedona Saturday around 3 PM, asked the park guides for the best place to shoot a sunset and sunrise (Airport Road) and drove around. The sky was cloudy in Sedona itself and made for quite dramatic landscapes. But we're still talking afternoon light. I headed up the famous road along Oak Creek Canyon and soon found myself in the driving snow at 5000 ft. After turning back and checking in at my hotel, I went to Airport Road for my sunset shots. By now, however, the snow had reached Sedona. I could hardly see the front of my car, let alone a wide open vista.
The next day, I wanted to shoot the sunrise shining onto famous Cathedral Rock. I was told that the best spot was Chapel Road. I went there in the dark and discovered that the road to the chapel (from which you would have the best view) doesn't open until 7 AM. Luckily, there was a house under construction, the future veranda of which provided a nice location. Nice, but freezing cold.
Anyway, I got some good shots of Cathedral Rock. I then again tried my luck at Airport Road and discovered that the snowfall had added to the luster of the place. There was now a wide open view, with snow-covered trees in the foreground. There were several other photographers there. After that I did some driving around, which was a mistake, because it meant that I had to seriously speed to make the normally two-hour drive back to Phoenix in time.
A couple of things to keep in mind, other than that Sedona is at 4500 ft. and thus has an unpredictable mountain climate in the winter: you need split-density filters or use Michael's digital blending technique to make the most of the red rocks and the dramatic skies; if you don't have time to hike or drive into sparsely populated areas, it pays to bring a long tele to make sure you don't get houses in every picture (the rocks are almost set in the middle of Sedona itself). I found myself using my 100-400 lens a lot more than my 15-30.
All in all, I can highly recommend Sedona. It's a great location.