I live right near Peoria. Yes you have access to practice firlds and can go see players practice, the padres and mariners. Caught a couple of simulated minor large games last year, as well as seeing the big league players practice.
Used to live near Scottsdale. They have a lot of cool restaurants and shopping center Scottsdale fashion square near stadium.
If you're a die hard baseball fan google search Arizona fall league which is top minor league prospects in October and November.