I like the ride from Sedona into Oak Creek Canyon (north) and up onto the rim. That's an out and back, so ride it to your liking. Quite a hill coming from where you leave Oak Creek to the rim of canyon. Another nice ride is south out of town to Cottonwood, then up the mountain to Jerome. Jerome is a cool place to hang while you recover from the climb.

Hiking, mtn biking trails everywhere, get local advice and maps. Heaven on earth, Sedona is a great choice, have fun.