Suns games, Hockey Games, hiking, GOLFING (hopefully you golf, if not become one because this is the land of golf), arts and theater, old town scottsdale or mill ave for nightlife, zoo's, fishing, Scottsdale Pavillions car show every saturday afternoon (indian bend and 101), comedy clubs, f1 race factory (indoor cart racing), fly remote controle airplanes or get into rc car racing (few local mazda guys who are hardcore into that). Buy a motorcycle and cruise the AZ highways and get to know the state.
In the winter head up north to Flagstaff (snowbowl) or Showlow (sunrise) and go skiing or snowboarding.
Have fun and hope this helps with some ideas