This region has a very diverse club and music scene that's spread out across the length and breadth of the valley. However, there are a few concentrations of clubs and bars -- in downtown Scottsdale, Tempe's Mill Avenue, and downtown Phoenix.
In downtown Scottsdale, you'll find an eclectic array of clubs in the neighborhoods surrounding the corner of Camelback Road and Scottsdale Road (especially along Stetson Dr., which is divided into 2 sections east and west of Scottsdale Rd.). This is where the wealthy (and the wannabes) come to party, and you'll see lots of limos pulling up in front of the hot spots of the moment (currently Axis/Radius and Sanctuary).
Another place to wander around until you hear your favorite type of music is Mill Avenue in Tempe. Because Tempe is a college town, there are plenty of clubs and bars on this short stretch of road.
Downtown Phoenix is home to Symphony Hall, the Herberger Theater Center, and several sports bars. However, much of the action revolves around games and concerts at the America West Arena and Bank One Ballpark (BOB).
As we're sure you know if you're a denizen of any urban nightlife scene, clubs come and go. To find out what's hot, get a copy of the New Times. Many dance clubs in the Phoenix area are open only on weekends, so be sure to check what night the doors will be open. Bars and clubs are allowed to serve alcohol until 1am.