L'Auberge, Sedona, AZ. We got an upgrade to a creekside cottage, and it was really the most beautiful place. Outside showers on the porch, chairs by the creek with a fresh newspaper and coffee right at the water's edge. Go there if you ever get a chance.
http://www.lauberge.com/sedona-hotel-and-accomodations/creekside-cottage/
Fancy enough for me also is the Venetian/Palazzo in Vegas. All rooms are suites, and really beautiful.