As always with winter travel it'll be hit-or-miss. When we went through that area a few weeks ago we got snow and cold. There was sun though.
We camped in Manzanita campground on oak creek just north of Sedona. We would have been at the Grand Canyon that night except the entrance from E Rim Drive was closed due to snow and ice. So if you drop in from UT on 89 be prepared to be flexible. (And if the weather is nice just stay in the Moab area anyway).
I agree with the notes about Sedona. Some nice hikes around there but the town itself was barely enough to be worth stopping for coffee. (Unless you like shopping in tourist places, in which case it'd a great town and well worth the visit).
We had to go a bit south of Tuscon before we got warm. If we'd gotten warm sooner we'd have stopped sooner.