Thinking of heading to Arizona with DH and DD in February. I'm not sure what area to check out, so I have some research to do! We would like to do minimal driving, but an hour or two for a day trip would be okay. What experiences have you had, what do you recommend?

We enjoy hiking, geocaching, exploring/adventures (tailored for appropriateness for a 5 year old). I hope to be pregnant, would be 5-6 months or less.