If you are in Phoenix, you must visit the Musical Instrument Museum. Plan to spend a full day there. There are instruments from every country in the world there. Go to http://www.themim.org/ for more information. The above photos are of me and my sister-in-law Becci in front of the museum and the other is one of the 2008 drums used at the opening ceremony of the 2008 Olympics in Bejing.
If you are near Tucson, take a short 40 mile drive south on I-19 to the historic town of Tubac. This town was established in 1752 as a Spanish presidio (fort), now the site of the Tubac Presidio State Historic Park. Of course I went there for the shopping! One can spend a full day meandering the streets lined with over 100 gift shops, art galleries, and artist studios. You can visit online at http://www.tubacaz.com/
On the way to Tubac, if you are thirsty, stop in the town of Amado at the Longhorn Bar and Grill.