Scottsdale is essentially the same as Phoenix, it's technically a different city but they border one another and if you didn't see the sign saying welcome to Scottsdale you wouldn't immediately know you'd left Phoenix and entered Scottsdale. It's just another one of the 20 or so smaller cities that are all part of the Phoenix metro area. (a 50 by 60 mile area more or less). Scottsdale (other than the older southern part of it) has a pretty high median income, not sure exactly what it is, but I believe the average house in Scottsdale is probably 250-300k these days with many in the 7 figures even. Contrast that to the rest of Phoenix where the median house price is maybe 150 or thereabouts. Scottsdale's nice and clean and has pretty low crime but there's a lot of snooty bastards there too. So since it's basically part of the Phoenix area, the climate's the same or within a few degrees.
Tucson is slightly cooler but it's kind of a different place as far as attitudes etc, it's a decent sized town (100k plus people, probably far more) but it's just different than Phoenix, there's kind of a love/hate thing with Tucson, you love it or hate it pretty much. It's slightly cooler than Phoenix being it's a thousand or two feet higher in elevation but it's not a huge difference climatewise. Now there are parts of Northern Arizona like Flagstaff or anywhere where the elevation is 4000 feet plus (Flagstaff being 6500 or 7000 I believe) where it's cooler than Phoenix, but they're all much smaller towns and it gets cold there in the winter like anywhere else does pretty much. Not much snow but it's cold anyway. If you want climate like most places Flagstaff's pretty comparable, and you can be down the hill into Phoenix in a couple hours via I-17. Only real downside to that is that I-17 is only 2 lanes each way between Phoenix and Flagstaff so if there's a wreck somewhere the backups can get ugly. Part of that's because some stretches of it are on hillsides where you don't really have a shoulder to go around and since it's curvy and hilly in spots combined with being the major Truck route between I-10 and I-40 in AZ.
Phoenix isn't that bad really, everybody bitches about it being hot, but you do get used to it. I get cold now when it's in the low 50's whereas prior to living here that wouldn't have happened. After a few years it's just like your personal temperature scale slides up 20 degrees on the low and high end or something like that.
You end up spending time inside seasonally, it's just backwards. It's kinda like if you're up north everyone stays inside during the winter except here everybody stays inside during the summer. Heating bills are dinky but A/C bills are bigger. Just a tradeoff pretty much. I'm not 100% sold on living here, but my family all lives here now and so does my wife's so I'm kinda stuck here, yeah I could move but it's just easier staying here so everyone gets fair time with the grandkids.
Outdoorsy stuff is common here, drive for 60-90 minutes and you can be in the mountains or still in the desert. Good for offroading either way but I must say that a tracker/kick going uphill into the mountains with big tires pretty much sucks due to the uphill road combined with increasing altitude. Once you're there it's not bad though but it can make for some slow trips to actually get there. Not sure what kind of bike you ride, but while the weather's good for it, in town the other drivers definitely aren't good for your continued well-being if you're on a bike.
Anyway hope that helps ya make up your mind. If you do move here all I ask is that I get to come and Oogle your GV engine from time to time.