Anything. Hole in the wall and up. Only restriction is probably attire... I'll be packing light and casual, so wouldn't be able to do mandatory jacket or something like that. I'd happily sit in mud if the food is excellent, but if there's must-have southwestern with a $50 main I'd consider it (hopefully that main is a 28oz dry aged rib steak).
I'm not usually fond of southwestern food, but these 3 are good (I've been to all 3, liked them all):
We found the DoubleTree Resort Hilton which would cost 220$ per night.
Are there anything as close but cheaper?
If you're looking for a deal, Scottsdale is going to be expensive. The best deals are going to be around the airport, and I'd just use Priceline for that (the name-your-own-price thing). You'll be centrally located, and everything in town will be within a 15-30 minute drive.
The first "Camelback Mountain" is the more difficult trail and one the the Coyotes have hiked during camps.
The second "Squaw / Piestewa Peak" is a little less strenuous (the last third is a workout if your in moderate condition) and also offers a "circumferance trail" that is not all that difficult, but beautiful.
Just came back from the trip, really had a great time! People in Arizona are nice, random people kept asking us how we were doing.
My tourist point of view of the trip :
1- Westgate, don't spend more than 2 hrs there. Nothing to do at all during the day.
2- Scottsdale, great city, loved it. Shotgun Betty's was awesome. It was National Metal day when we went, so it rocked! I felt bad for the girls dancing but I enjoyed it quite a lot haha.
Half a day walking around Old Town Scottsdale was enough. There's not so much to do around tho. To do the fun stuff we had to get outside of the area.
We went to the Four Peaks Brewery at Tempe, a must. Loved the place, loved the beers, loved the music and lotta chicks (it's right in the University campus). My hamburger was delicious.
For any outsiders (Canadians) I would highly recommend going to the Scottsdale Gun Club. We had the chance to shoot with guns for the very first time and it was worth all the money (not that expensive, in between 80-200$).
All in all I would've stayed at least 2 more days in Arizona (we had 3 full days to visit). We didn't have the time to drive far away from the big cities to see Sedona, Tombstone or the Grand Canyon, which would've been awesome.
Tried to warn you - there's indeed nothing to do at Westgate. Sorry you had to kill an entire afternoon there.
To be fair it's not like it's a problem with Westgate per se, after all unless you're 14 why would anyone want to hang out at a mall all afternoon?! That said, Westgate is a pretty cool spot on game nights or weekend nights.