Tucson is nicer than Phoenix???? No way.
From Scottsdale, you can make the south rim of the Grand Canyon in 4 hours.
Vegas is 6 hours.
Sedona is 2 hours (highly recommend checking this town out).
If you want to sight see, check out Goldfield ghost town. It's about an hour from north Scottsdale, southeast. If you decide to go there, PM me and I'll give you better directions.
Fountain Hills has the world's largest water fountain. It sprays as high as 560 feet. You can see it from most of Fountain Hills.
If you like museums, there are plenty. I haven't been to any of them.
There are 10 malls in the Phoenix area if you have a wife/girlfriend that likes to shop.

Scottsdale Fashion Center (near you) is very nice and very expensive.
You will need a rental car. Public transportation is not great in Phoenix.
If you like to golf, there are two expensive courses I can recommend. One is in Gold Canyon (an hour from Scottsdale) and it's the Gold Canyon Golf Resort. They have two courses: Sidewinder and Dinosaur Mountain. Dinosaur Mountain is awesome. Well worth the drive and cost. You can make reservations online (search for Gold Canyon Golf Resort). Online reservations are cheaper and you have a better chance of actually getting a tee time you like.
The other really nice course is Sunridge Canyon in Fountain Hills. Again, it's expensive and you should book in advance, but it's well worth it for the experience. Fountain Hills is just east of Scottsdale so the drive wouldn't be as far. 20 to 30 minutes, maybe.
If you want cheap golf, you can hit Dobson Ranch in Mesa for about $16 a game. It's a flat repetitive 18 holes but it is well maintained and a good deal for a day of golf.
Food:
Scottsdale has many great restaurants. My favorite is a thai place named Malee's on Main. It's in the old town section of Scottsdale (I recommend checking this area out just for what it is). Kona Grill in Scottsdale Fashion Center (and also in Chandler Fashion Center) is another favorite of mine. It's a mix of food types... Hawaiin, Thai, etc. (Islander food).
There's a well known steak house in far north Scottsdale. It's been around for over 30 years, I believe. I was there in early 2004 for the name escapes me at the moment. I'll post if I remember it. There are food places of almost any ethnic group you desire in the Phoenix area. Tempe even has an Ethiopian restaurant.
If you like the party/club scene, there is plenty of upscale level to be found in Scottsdale. Scottsdale is where the rich play. Tempe has ASU campus so you can find plenty of college hang-outs in that area.
In 5 days, I would recommend you drive up to the Grand Canyon one day and stay the night in a hotel there. See the Canyon again in the morning (the views and colors shift with the position of the sun). Keep in mind that the park closes at sunset. On your drive back, detour off to Sedona and spend a few hours there before returning to Scottsdale. Take another day to visit the Goldfield Ghost Town. It's really small so you won't be there all day. If you golf, you could golf in the morning and visit Goldfield in the afternoon.
Hope that helps.
Have a good time!