I have been to Scottsdale several times. It is my favorite part of the Phoenix area. I like certain parts of Scottsdale, but really prefer the northern part of Scottsdale plus Carefree and Cave Creek the best. The terrain there is more rugged and it is not as over-developed as most of Scottsdale. It seems more like Arizona in its feel, restaurants and shops.
There are great museums, galleries and of course Taliesin West. I recommend:
Exploring Old Scottsdale which has some nice galleries. There is a gallery walk each Thursday night. Many focus on western art, but there are a few nice contemporary galleries as well. The Scottsdale Center for the Performing Arts is also located there.
Taliesin West: I have visited Taliesin West twice which should be high on your list of what to do in the area. I signed up for the tour of this Frank Lloyd Wright’s desert masterpiece. He began building his personal winter home, studio and architectural campus in 1937. Book early as it is well-worth the visit to see some of his wonderfully designed rooms and how the indoor spaces are integrated into the desert outdoor spaces. His living room or “garden room” was, by far, my favorite.
Scottsdale Museum of Contemporary Art: Located at 7374 E. Second Street, SMoCA is in Old Town Scottsdale and close to the Saguaro Hotel. It is a museum devoted to contemporary art, architecture and design. The building is minimalist in design and has five galleries featuring changing exhibitions and works from it growing permanent collection.
The Heard Museum North Scottsdale has closed but, time permitting, I would visit the Heard Museum in Phoenix at 2400 Central. It is a famous museum with wonderful Native American paintings, jewelry, rugs, baskets, and pottery on display. There is a great book store, museum shop with many good pieces to purchase, an upscale Berlin Gallery, a coffee café and full café with a nice menu. There is outdoor seating on those days when it is not 100 degrees. Each March they host a large Indian Fair and Market on the property. Though not as large as the one in Santa Fe, it features some great artists.
After visiting the Heard, I would also visit the Phoenix Art Museum, a few blocks south, at 1625 N Central. It is located in a very contemporary building and has some great pieces in its permanent collection including a nice Monet and other impressionist pieces, an excellent collection of western art and some excellent contemporary pieces as well. There is also a gallery which features photography from its sharing arrangement with The Center for Creative Photography in Tucson.