Make sure to take advantage of the various coupons that are available for tours, restaurants, and shopping for your stay in Sedona and surrounding area. Most businesses here have bumped up their prices to account for these coupons or the commissions they pay to concierges. So with with coupons you are actually getting the fair market value!
http://www.visitsedona.com (coupon booklet you buy for $10 from the Sedona Chamber.)
There may be other places that offer coupons. I think on another post someone suggested a site as well....... If anyone else know of a source please respond. Also look at the local papers like the Visitors Guide and Kudos.
Enjoy Sedona, but don't pay full price!