What do you do for fun in Phoenix, AZ?

I'm planning a trip to the Phoenix / Scottsdale area soon and wanting the opinion of the locals on all the must see and do things there. Definitely include the best places to eat (that is really important :).

I'm open for just about anything, but I should probably mention that I'm not the touristy (is that a word?) type. I don't get into hanging out with huge crowds of strangers. However, this may be the one and only time I visit there so I don't want to miss anything important!

Thanks for sharing!