>Yeah I've actually been to Phoenix, Grand Canyon, Sedona, Flagstaff, and everything around there. To beat the heat, Flagstaff is probably you're best bet. Grand Canyon is of course just awsome - but it would be one rough hike to go down to the bottom of it that time of year. Unless you're in reaaaallly good shape I wouldn't try going down to the bottom - I'd stay along the rim.
There is always Payson or Greer which are good high altitude mountian towns to get away form the whole desert idea.