Take the Broken Arrow Tour with Pink Jeep Tours. I took that tour when I was in Sedona, and it is the most fun l ever had! I was on the tour with a nice couple from Alabama. It was in January, and it was cold and snowy. I'm from Chicago, so I'm used to that kind of weather. They were very cold, but enjoyed seeing the snow. The jeep goes up and over the rocks, so you bounce around alot in the jeep. The scenery is spectacular. The tour lasts about 2 hours and they provide hotel pick-up if you're staying at a Sedona hotel. The guides are very friendly and informative.
Here is a link to the tour:
http://www.pinkjeep.com/jeep-tours/sedona/broken-arrow.shtml