Cathy,
There just isn't a lot between San Diego and Sedona, so I think driving all the way to Phoenix area is probably your best bet. How about staying a night at the Marriott CAnyon Villas? I hear that's a real nice property. Then you'd have any easy drive the next day to Sedona.
The only other suggestion if there is a somewhat direct route from San Diego, would be Tuscon. Not really on the way I guess, but I hear that area is really beautiful and if you've never seen it I'm sure you would enjoy it. My husband work on Tucson a couple times a year and says it's about a 2 hour drive from Phoenix, so that mean it would take about 3.5 hours to drive to Sedona from Tuscon.
Just an idea!
Janna