go to Arizona-vacation-planner(dot)com and you can do a search according to your budget. My brother-in-law is from pheonix and as soon as I read your question I asked him :) hope it helps
Other sites you could use (that have romantic options / filtering):
uptake.com centerd.com
Or the most popular travel site, tripadvisor.com
when i was there i took a trip down to the border town nogales thre is one in az an Mexico..was verry fun and inexpensive