Center for Creative Photography
Something I forgot to mention if you do come to Tucson, the Center for Creative Photography. They have an archive of over 80,000 prints, hand printed by some of the best photographers. They have close to 3000 Ansel prints, and 3000 Edward Weston prints. The cool thing is, if you call in advance you can schedule a personal viewing. The staff will bring out boxes of matted prints of your choice into a room. You can take your time and look at them as closely as you want. They are not framed, so there is no glass to separate you from a print printed by Ansel himself. It's pretty cool and it's absolutely free.
If you're into native american pottery you can stop by the AZ state museum too. They have the largest collection of native pottery in the country (that's free too). There is also decent art museum, that's free as well. All you have to do is find parking, the university is very fond of giving out parking tickets.