Stepping Out

The vast, golden deserts of Arizona provide more than a breathtaking backdrop to the thriving metropolis of Phoenix. The mountains are within easy reach for hiking, ballooning, and cultural activities, and every corner of the sprawling city, the fifth largest in the United States, has  an abundance of options for off-the-clock enjoyment. For a true taste of the region’s roots, the Heard Museum of Native Culture and Arts offers exhibits that feature the artifacts of Native American tribes, particularly those of the Southwest, as well as contemporary artwork inspired by this heritage.

If you've got business in what may be this country's most multi-monikered city—Chi-town, also know as the City of Broad Shoulders, the Windy City, Second City, and That Toddling Town—be sure to make time to play as well as work: Chicago's beguiling leisure choices outnumber...