My husband and I were in Sedona the beginning of October. It is absolutely beautiful. I think everyone has already given you some great suggestions. We ate in two FABULOUS restaurants. We definitely recommend The Heartline Cafe and Shugrues Hillside Grill. We loved them both. Great food and ambiance!! Have a wonderful vacation.

We hiked the West Fork Oak Creek Canyon Trail and I would highly recommend it. It's very pretty. There are lots of nice hikes, but we didn't do many b/c we had hiked down to Havasu in the Grand Canyon before we visited Sedona.

Of the numerous scenic drives, Schnebly Hill was our favorite.

A visit to Slide Rock State Park is also fun. You can slide down a natural water slide that the stream cut into the red rocks. Wear jean shorts to do this! The rocks are worn smooth, but not as smooth as a man made water slide.

The road to Sunset Crater and Wupatki is very easy and not nervewracking in the least. The drive up to Jerome takes you up the side of a mountain. I was a little jumpy on my first trip, but it's really not bad if you take your time.

The road to Jerome will make you hold your breath, but it's not that long at all. In fact, I rather be the driver because you are then on the opposite side of the drop-off. It's very steep, and has switchbacks, but it's not that bad! Worth it to get to Jerome.

As a side note, the mining museum is really neat, and offers great photo-ops of the town clinging to the mountain.

Yes, Pink Jeep is nice, but one of our most enjoyable experiences was a sunset horseback ride through some beautiful country. Can't think of the name of the company but it's on the south side of town, just off the main highway.

There is a tourist center in Sedona, close to the "Y" (the fork in the road, you'll figure this out when you get there) that I find very helpful w/hiking suggestions. The hiking book that I have bought and find to be the best one (you need good directions if you don't have a guide!) is "Sedona Hikes". OUt by Enchantment in the Fay Canyon area are several nice 2 hours hikes- Devil's Bridge and Fay Canyon Arch are two good ones that most people can do, modest effort-- but do wear hiking boots. Even on the modest trails there is alot of loose rock and you need your footing. There are places you can rent mountain bikes (Bike and Bean is one) and they ahve info on trails that you can bike. The biking around Cathedral Rock is great, a semi-strenuous half day but worth it if you are up for it. L'Auberge de Sedona is good dining, expensive. I also like Shugrue's at sunset. I second the post re the horse back riding trip. Wild West is one but they cancelled on us at the last minute- and we were lucky to get in w/the other outfit- I think it is Trail Adventures or something like that. Also, Red Rock State park has a great guided evening full moon hike if you happen to be there at that time. I have been to Sedona 5 times, w/family and at other times w/just female friends, and never run out of things to do.
Also, see the Indian cliff ruins and cliff art out on the west side of town- Pulaki I think it is called.

The company and website for the horseback ride is trailhorseadventures.com As I said we took the sunset ride and it was really nice- definitely one of our highlights in Sedona.