Jobbing.com arena is gorgeous. There's bars and restaurants around it too, but other than that, Glendale is lame.
One of my favourite restaurants in Phoenix is Carolina's. There are two (possibly 3 now) locations in the area, one of them close to Sky Harbor International Airport.
Carolina's seriously has some of the most delicious Mexican food I have eaten. It's cafeteria style, but the prices are cheap and the food is so flavourful. The tortillas are sooo soft and fluffy
Also, make the drive out to Sedona. In the town, there are lots of freaky "new age" people, and "tourist information offices" that are actually time share sales (There is one official one though.). Just outside town is some of the most gorgeous scenery you will ever see.