What to do in Phoenix?
Hiking - south mountain, sqauw peak, camelback, cave creek, etc. etc.
Drinking - great bars out here (stay away from scottsdale - stick to downtown phoenix or mill (college area))
Camping - Go north a few hours to Prescott or Flagstaff
Skiing/Snowboarding - It's awesome in flagstaff right now
Sports - Diamondback games are a blast, Suns games are supposedly fun (still need to go), Coyote hockey games are awesome, Cardinal games are awesome when they play your favorite team
Music - A lot of really cool venues - Clubhouse, marquee, modified arts, etc.
First Fridays - happens downtowns the first of friday of ever month. Music outside, cool bars open and packed, arts and crafts on the streets, randomness (poem readers, break dancers, fire dancers, snake charmers, etc.)
Farmer Market - You will laugh if you come from a rich climate/soil area, because Phoenix's is really lacking but they still have good local produce
Food - There is some amazing food out here, seriously. Use yelp.com for recommendations, but there is a ton.
Light Rail - Just opened, our metro. You can take it from Mesa (stay away), through Tempe, to downtown, and finished in midtown (northern downtown)
I've lived here for 2 years and I love it. Although in a year or so I'm packing up with my soon to be wife, and we're gonna go to Seattle I think.