The most fun way to drive from Sedona to Flagstaff, Ariz., is via State Highway 89A. Nearly 30 miles of sweeping mountain roads connect the two towns, passing natural wonders such as Slide Rock State Park, an oasis of waterways nestled among a backdrop of the area’s dramatic red and tan sandstone.

We take the jaunt in the 2016 Jaguar XF, the British marque’s midsize sedan, which competes with the likes of the BMW 5 Series, Mercedes-Benz E-Class, and Cadillac CTS. Jaguar has completely redesigned the new XF,…