What is a romantic hotel and fun itinerary for our 1st wedding anniversary in Sedona, AZ?

We are thinking of spending our 1st wedding anniversary in Sedona in mid-May. We will be driving from Southern Calif. Can you recommend at nice, romantic place to stay. Looking for "nice" not rustic. Also, what are the cool things to do? Interested in the touristy things as well as the "locals" suggestions.