I'm too old and stale to know any places to go out, but my friend Dan swears by Saturday night "Solstice" in Phoenix. You could check that out..... if you run into "dan dan the candyman" tell him sonick sent you
Go to Tempe....Arizona State campus. When I visited before during my decision making process for college...I saw ALL these bars up and down Mill Avenue in downtown Tempe. Not to mention a badass head shop called Hippie Gypsy with a good ROOR and PHX selection.