I stayed in Cottonwood this past Thanksgiving and ventured to both Jerome and Sedona. Not too sure on the carry and gun ranges as between visiting family back in Phoenix and doing some touristy things there was no time for shooting. Sedona is absolutely beautiful are at least it was during the fall. Like others have said there are a ton of hippies and tourists and really as far as the shops go, you go in one and pretty much have seen what is in all of them. Unless the wife or another significant other is dragging you to the shops I would stay clear and go do some hiking like some others have suggested. Another good hike that is in the area is Bell Rock. Just be advised that some of these hiking sites are around 6+ mile hikes round trip so don't go in thinking you park then hike 1000 meters and start taking pictures then turn around and leave.
As for restaurants we did go to a Mexican food join that didn't know what queso was.
"If you love wealth better than liberty, the tranquility of servitude better than the animating contest of freedom, go home from us in peace. We ask not your counsel nor your arms. Crouch down and lick the hands which feed you. May your chains set lightly upon you, and may posterity forget that you were our countrymen"
-Samuel Adams, 1776
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