Phoenix is not San Francisco, Las Vegas or even San Diego. Do not expect a vibrant, lively downtown - downtown Phoenix has no major retail and only a few places of real interest. The Phoenix area is designed for tourists and blue-collar workers.
The most interesting areas of Phoenix are not even within the city itself but in surrounding suburban areas, such as Scottsdale, Tempe and Glendale.
The cluster consisting of Scottsdale, Tempe, Chandler and Mesa, known as the East Valley, have traditionally been the better-developed suburbs as opposed to the west suburbs, but within the last few years, places like Glendale have started to have more amenities, due to the Arizona Cardinals and Phoenix Coyotes stadiums built in that town.
If you like fine dining, Scottsdale is the place for you, with all sorts of expensive places to eat, especially near the historic downtown core known as Old Town Scottsdale. Old Town is kind of touristy, as in Fisherman's Wharf or Alamo touristy, so be ready for that (no Wax Museum, however!) In Phoenix proper, the area around 24th Street and Camelback Road has lots of shopping (Biltmore Fashion Park has Macys, Cheesecake Factory and a few boutiques) and expensive places to eat, and a little west of that are more moderately priced restaurants surrounding an open air mall anchored by a Best Buy, Staples, Mervyns, and Fry's Supermarket (owned by Kroger and looks like most newer Kroger locations around the country).
To get from Phoenix to Scottsdale, travel along either Camelback Road or Indian School Road, one mile south. Unless you are comfortable in "ghetto" areas, avoid hanging out in the Interstate 17 corridor just north of downtown, unless you are north of Metrocenter Mall (Metrocenter was nice years ago, but the neighborhood has ghettoized the last 15 or 20 years - they are trying to clean that area up now.) Basically anywhere east of the 17 is more desirable than west. Also, don't hang out too much in South Phoenix, which is anywhere south of downtown unless heading east into Tempe or south to South Mountain Park which has some great mountain/desert scenery. But you have to pass through a rough part of town to get there.
Phoenix, especially within the city limits, has a high Hispanic/Latino population, a good portion of them recent immigrants, which means there are a lot of little neighborhood Mexican places of varying quality.
If you have to be in Phoenix for a conference downtown, please understand that after about 5pm, downtown Phoenix pretty much shuts down except for Diamondbacks baseball and/or Suns basketball. There is one downtown "mall", Arizona Center, which was built in the 1990's to try and get something exciting downtown; it has helped but now it's the only place besides the hotels and a few places near the sports stadiums where you can get a nice sit down dinner. It has an UNO restaurant and a Mexican place called mi amigos, as well as a Subway, a little Italian place and a 24 screen AMC movie theater. Very little retail has survived in Arizona Center, people around here just like going to the suburban malls.
Tempe is the home of the main campus of Arizona State University (ASU). Mill Avenue is the main college street of retail and restaurants, of varying quality. They are trying to make the area much more upscale with new high-rise condos that belong more in San Francisco than the desert, but these are to take advantage of Tempe Town Lake: the Salt River runs immediately north of Tempe and the ASU campus, and a few years ago they decided to dam a portion of it up to create a man-made lake, which has proved very popular for sailing and just hanging out and has driven property values through the roof. There are attempts to create a "waterfront" experience here and also in Scottsdale, where a canal (used for the municipal water supply) runs just south of Scottsdale Fashion Square, a major upscale mall just north of Old Town; some of the land fronting this canal has been developed into high-rise condos and shopping and called the "Scottsdale Waterfront", like it's some kind of San Antonio or San Francisco or something. Yeah, right.
When you come here, do not expect a major downtown urban experience, because that is still evolving and will take another 10-15 years to develop, although the city leaders desperately want to create such an experience, and are trying very hard to get new projects built such as new high-rise condos and retail, a new light rail transit system and a downtown branch campus of ASU. Phoenix is a suburban-centric metropolitan area.
