Sadly, Downtown Phoenix is gigantic, scattered, and quite unfriendly for walkers. And the surrounding area is incredibly hipster, so be prepared to interact with arrogant trolls donning long sleeve flannel shirts in 115 degree heat whilst sipping on PBR and complaining about...well, everything. All things aside, though, if you head north from US Airways towards Roosevelt and near 7th street, you'll find some gems peppered here and there. I do like Crescent Ballroom, which is walking distance from the arena. It is a live music venue, but I like to hang out in the lounge to have drinks and chat with cool people.
crescentphx.com is their site. Tycho will be playing at the Crescent Ballroom the weekend of NIN