I would also head east. You can take 88 and the Apache Trail to Roosevelt Dam. Some gravel road or at least it used to be. You can get back taking 88 to 60 and west. A longer drive is the Chiricahua Nat Monument in the south east corner. Lot's of interesting rock forms. Tucson has the east and west Saguaro National Parks (or are they monuments?). Sabino Canyon is probably nice in the fall. Also there's a photo place at the U. Of AZ. Center for Creative Photography I think. Might be something you want to see. I live in the Midwest but have family in AZ and have visited many times. I can safely say that I've seldom taken a good landscape out there. Hard to get used to that light.