I'm plotting my Thanksgiving trip and Cochise / Baboquivari would certainly fit the bill. I've spent a few days on Sheepshead and one day in at Whale Dome in the West Stronghold and done the Southeast Arete on Babo. There's so much more to do at both venues. PM me if you have trouble finding locals.
I'm a Sierra Vista climber. Would be happy to show you some of my favorites in the area. Ciba is a climbing gym down here that has awesome people that have been happy to take me out when I started out.