Outdoors the must see is Desert Botanical Garden. We have A great zoo also but the Desert Botanical Garden is unique to Phoenix.
Indoors you need to see the Musical Instrument Museum. This is a world class museum that is very unique. It is my favorite and I even volunteer there. If you'd like a personal tour that can be arranged.
JC

The Mystery Castle is a fun tour, as is any of the multiple available tours at Frank Lloyd Wright's Taliesin West.  For a great view of the Valley of the Sun, drive to the N. Summit Rd overlook in South Mountain Park, or hike to the top of Camelback Mt.  The Cactus League is in full swing this time of year, so take in an MLB spring training game at multiple venues across the valley.  If you like beer and tasting, we have many, many incredible local craft brewers to visit.  Into cars?  Check out the Martin Auto Museum, or cruise night every 2nd Wed at the Westgate entertainment district.  Wanna satisfy that craving for great bbq?  Check out Little Miss BBQ where the sometimes hour long wait line is for sure worth it.