Valley of the Gods gives Mexican Hat a worthwhile outdoor stop: a red-rock scenic valley where the draw is the setting as much as the checklist of sights. It is the kind of place to slow down, walk a little, and let the landscape set the pace, whether that means water, trees, open views, wildlife, or a carefully kept garden.
Plan it as a half-day rather than a quick photo errand. The experience is best when you leave time for the paths, viewpoints, exhibits, or seasonal changes, and it pairs well with the main sights in Mexican Hat when you want a break from streets and museums.