We did one on our honeymoon in Sedona, and it was SO fun! I highly recommend it! We did the one that takes you way out by the Indian ruins and cave paintings and then you get out and get to walk around them as the guide explains. You see beautiful scenery there and back, and there are just a few bumpy parts (just enough to satisfy IMO!)
We didn't pay for ours, during the course of the week we were pounced on by those pesky "travel agents" that seem to have set up camp every 15 feet in Sedona, and they wrangled us into going to a condo timeshare lecture thingy. We figured eh, what the heck...we have all week here, we have little moolah, but lotsa time! So one morning we went. listened to the lecture, said nope, and walked out with our pink jeep tour tickets!
They had all sorts of prizes you could pick from, and there are plenty of opportunities to do it if you're so inclined. Trust me, they'll find you!!!!
We also went to the local park and brought a picnic lunch, they had some great trails, next time we'll rent bikes and go on a bike ride. We also wanted to go horsebackriding but they were all full for the week. So if you are intent on certain activities, reserve them ahead of time!