The nearest airport is Phoenix Sky Harbor International Airport. It is about a 2 hour drive to Sedona from the airport. I have provided airline, car rental and shuttle inforamtion for your convience.
There are to order shuttles that will take you from the Phoenix Airport to Sedona if you do not wish to rent a car. Most options are cheaper if you book a round trip.



Below are a few links to Rental car companies from the Phoenix Airport.