They're trying to make downtown more lively. A lot of people like Alice Cooper's place, but there is a really cool bar called The Roosevelt in downtown Phoenix that is very different and cozy - The Roosevelt - Phoenix, AZ
. If you are looking for good laid-back Jazz and Blues, the Rhythm Room is really cool - rhythmroom.tk
. Rose McCaffrey's is a nice Irish pub on Camelback Rd., just a few blocks east of Central and they have really good music most of the time - Rosie McCaffrey's Irish Pub and Restaurant | Phoenix, Arizona
It's getting better, especially since I moved here 11 years ago. But, definitely decide exactly what you are looking for because Phoenix, Scottsdale and Tempe all provide a different experience, ambiance, and cost... Good luck and hope you have fun!