Named after an artistic city in central Mexico, Sedona's Tlaquepaque Arts and Crafts Village is one of the best outdoor shopping spots in Arizona. Sycamore-shaded fountain-filled courtyards and vine-covered colonnades are home to over forty galleries, boutiques, and restaurants. (The architecture may only be a few decades old, but this is one of the most well-done 'pseudo-Mexico villages' in the U.S.)
The emphasis is on Southwest sculpture, blown-glass, painting, ceramics, textiles, and jewelry. If you want to take a break from your red-rock ramblings, this is the place.