Babymoon to Phoenix/Mesa/Scottsdale

Hello ladies. I'm looking for advice from those of you who live near, or have traveled to this part of Arizona. I'm from freezing North Dakota, and in hoping to take a babymoon somewhere warmer and maybe do some light hiking. I'm wondering, if we flew into Phoenix, is there enough to do/wash hike around Phoenix, Mesa, and Scottsdale that I would have a good time for a long weekend? Everything I keep finding says go to Sedona, but it's 2 hours away from Phoenix. Any info would be greatly appreciated.