Oh! We went to a pretty cool piano bar down on Mill Ave (can't remember the name), too, if you like that sort of thing! Jackson on 3rd was fun, too. Four Peaks is a great microbrewery (I'm not a beer drinker but I hear that Kiltlifter is the bomb) and they have good food there, too.
I don't know if you have found this out yet, but Scottsdale also has a free trolley that will take you to all the hot spots in Scottsdale, like Fashion Square, Old Town Scottsdale, etc. I liked letting someone else do the driving while I get a look around.