Treat yourself to a treat at The Sugar Bowl in Old Town Scottsdale!
http://www.sugarbowlscottsdale.com/
Lots of great hiking in the area. Even at Papago Park.... near the Zoo and Botanical Gardens.
http://phoenix.gov/recreation/rec/parks/preserves/locations/papago/index.html
http://en.wikipedia.org/wiki/Papago_Park
The Major League West and Central teams have spring training in Phoenix/Scottsdale, including the Chicago Cubs. Not sure when you're going, but if it is during Spring Training season (late Feb - all of March), you could catch a game.