Just spent the last 2 months in Scottsdale and Tuscon and here are my thoughts for future readers who might find this
Scottsdale is very pretty, very clean, and the roads are great. Fountain hills and carefree/cave creek are great rides that never get old. No massive climbs but you can get your miles. South mountain is a blast too.
Tucson is swarming with cyclists because of Mt Lemmon. Its one of the best rides in the world, a smooth climb all the way up and amazing descent. Saguaro park is awesome too, I probably did 20+ laps there this month, one of my favourite places to ride for sure. Oh and the shootout is a good workout, but a pretty boring ride otherwise.
Heres the problem with Tucson. Its a ****TY place to be. 95% of the roads are absolute crap, you get off 10 onto grant and its like stepping into a 3rd world country. Take out Mt Lemmon and it quickly becomes a boring place to ride. I've had 7 flats here, to put that in perspective I had 1 in Phoenix, and ZERO in over a year back home (12k+ km). The traffic here is WORSE because there are less people, but no interstates. In phoenix you can take a highway to get anywhere, in tucson you crowd the roads at all hours of the day with cars that are falling apart. I stayed on the west and east side of town, and was almost arrested for not riding with my passport one day out by Mt Kitts. What a country.
My suggestion is if you have 1 week and no car, come to Tucson, chill at Le Buzz and ride lemmon a few times. Otherwise go to Phoenix and take a day trip to Lemmon.