The sat nav works straight out of the box, just plug into your ciggy lighter and go. I just got a basic TOM TOM One and I've never looked back. Don't really need it for the interstates but if going into a big city looking for hotel etc its invaluable and prevents a lot of time wasting. Mine was up to date as I checked it when I came home.
Tucson AZ is great if you are into Cowboy/Western movies - a lot of them were filmed there and you can visit the sets .
Not too far away heading east would be Tombstone, scene of the OK Corral shout out and a great wee dusty cowboy town to stay for a night. Sedona in North AZ can't be beaten for scenery although a bit touristry.
Not much to be said for the border towns, have been to Laredo, El Paso and Brownsville. Nice to walk acros the border once and see the police controls, Rio Grande etc but I didn't fancy spending time there. It does give a sense of the problems faced by migrants but I would avoid and be careful in those areas.
South Padre Island between Brownsville and Corpus Christi is a great beach stop, I recommend to stay there for one night and get a nice swim in the Gulf of Mexico. You need a full day for the Houston Space Centre, and certainly best to avoid weekends.
Watch gas prices, they can vary by as much as 15% a gallon within a 2 miles radius. Buy in good sized towns rather than on the interstates as it's normally cheaper.