I;m not from Phoenix, but I spent spring break there
In Scottsdale there is a bar/club called Sugar Daddy's. They have live bands that plays blues or jazz every night. It was kickass.
The ASU campus-very pretty, nice to tour it in the day time. Also there are bars by the campus that were cool. Don't remember the names, sorry.
There are some clubs there in Scotsdale-Elixir, PUssycat Lounge, 6, Mickey's Hangover, Myst.
Then there's this street in Scottsdale or was it Phoenix that is a popular place for college kids and adults. It has that place that has 21 flavors of alcoholic slushies. Sooooo good. That street has lots of resturants and bars.