Nothing speficically difficult about Sedona wrt altitude/winds, you just have to be careful. Same goes for all flying really. If you haven't seen updrafts/downdrafts there you haven't visited enough. Another problem is high ground all around, and it's typical of flat-landers to underestimate performance in the mountains.
A specific problem with Sedona is people landing on 03 with people departing on 21. If you don't think that requires caution then I despair.