Phoenix temple in Glendale is 30 min away.

I wouldn’t list either of these as ‘must see’, but there are some places you can research and check out:

Cave Creek Museum, kill some time

Frontier Town, kill some time

Desert Hikes, it will be hot. Bring water. Jewel of the Cave Creek Preserve, Sears Kay Ruins, Spir Cross Ranch, etc.

Further away: Montezuma Castle, Agua Fria, etc.

I don’t think Sedona is close enough unless you can go the night before and stay up there in a hotel. If you can, do it, spend 2-3 hours exploring early so you can commute back.