Barry,
Sedona is closer to 2 hours north of Scottsdale, depending on the route (I-17 is fastest). As Jean mentioned, Jerome is a great place to visit as well (and a personal favorite of mine).
If you go to Sedona, drive up Oak Creek Canyon to the rest area at the top of the canyon for a beautiful scenic view. It's about 30 minutes up and back from Sedona without any stops. Stop at Call of the Canyon parking area for a nice hike. Not long with no hills and it gets you away from the road and along Oak Creek. Bring a camera for some nice photos.
For "big canyon" type stuff without the Grand in front of it, Salt River Canyon is about two hours away along Highway 60. You'll travel with desert then small, tight canyons, high plains, and finally into the second largest canyon in AZ (I think) that was formed by the Salt River. Some call it the Little Grand Canyon.
May will be fairly warm but not bad per the averages. Load up lots of water in case something happens. When we go "out and about" for the day, I'll just throw a whole case in the truck.
The Westin Kierland is a nice place. I've never stayed in Sedona so I have no recommendations. If no one else comes up with anything, PM me and I'll do some investigating with some friends.