There are some really amazing places to see in AZ. Travel north about 45mins-1 hr to Sedona the mountains are red there is a trolly ride you can get located in town which makes seeing the sights a lot easier. Slide Rock is only 10 min drive from Sedona its really nice as well you can swim down the streams and Flagstaff a beautiful as well pine lined mountains its really breathtaking.
Now for those you want to enjoy shopping. clubs and bars I suggest downtown Scottsdale. The mall there is amazing!!! It has all the top designer stores Chanel, Barney's, Niemaan Marcus. Nordstrom, Prada and Gucci.
Clubs you can go to Club row it has about 8 or 10 different clubs and lounges all in one area which makes club hopping a lot easier. My all time favorite place to go is Giligans in Scottsdale
4251 N Winfield Scott Plz
Scottsdale & 5th
Scottsdale, AZ, 85251
Anything you can do in other places except for beaches... Umm, suffer from the heat.. Enjoy the nice highways, they're not beat up like every other place you go in the world. Thats about it..