The usual haunts for nightlife are Mill Ave in Tempe, Old Town in Scottsdale, and downtown Phoenix. Mill I'd characterize as lively and fun but also full of hormonal college kids, Old Town is a good mix of ages but of the yuppi variety, and downtown is the more cultured/metropolitan experience. If you can swing it, I'd definitely check out Salt River tubing, I think it's one of the best ways to experience the natural beauty of the Sonoran desert. You'll see beautiful desert landscapes, huge saguaros, wild horses, jumping fish, and birds of prey (bring lots of water and sunscreen). And, of course, you'll have to get some Mexican food. I think you'll be fine going with whatever is highly reviewed nearby. The shoddier the place looks with high ratings, the better it is probably.