If you want to get a feel for what the area around Sedona was like in the early days -- only 100 years ago -- there is no substitute for Zane Grey's Call of the Canyon. Writing in the first half of the 20'th centry, Zane Grey is credited with having almost singlehandedly created the Myth of the West with such classics as Code of the West and Riders of the Purple Sage.
For modern readers, the The Call of the Canyon can be trying in places with it's strong, silent men; it's transparent diatribes against Easterners and feminism; it's exultation of the 'Western' values Grey offers. But it's a great read nevertheless for it's luscious nature writing and it's peek into the issues of an earlier time. (The government's treatment of invalided WWI soldiers should strike a chord with today's Americans.)
I only ask one thing of good literature and The Call of the Canyon passed the test -- it made me laugh and it made me cry. So put it on your reading list before you head out to Sedona.
For more on Zane Grey and the West he depicted including maps of places he wrote about see the Zane Grey's West Society. A person could do worse than to plan a Western itinerary based entirely upon his works.