I've been to Montezuma Castle and the Well. It's a pretty cool place... and Really close to Flagstaff, AZ ... which makes it really really close to the Grand Canyon's South rim (which is awesome in the winter time. no crowds and snow all over the Canyon. I can't recommend that you try to get there enough.)
It doesn't sound like you're heading that direction, but if you've never been to Zion National Park, you should go. Sometime in your lifetime. It's not the Grand Canyon, but it is amazing. Arches, Canyonlands and Bryce Canyon are no slouches either.
Are you going to get trashed with me in Cincinnati?