If you are basing this decision on price, I would stay in Mesa AZ. There is a full serve, CY, RI, and FI. The last 3 are about 5 minutes from the Cubs stadium, but are also very close to 3 major freeways. You can reach the Angels stadium (Tempe, 10 minutes), A's stadium (Tempe, 15 minutes) and the Giants Stadium (Scottsdale, 15 minutes, by far the best staduim & area) very easily. If you are up for more of a drive the Mariners & Padres are about 30 minutes away in Peoria. Mesa has good hotels and are on average about 20-30% lower rated for no real reason (other than it's Mesa). It also has the lowest bed tax in the Phoenix area, and is only 15 minutes from PHX. The Mesa CY has the best pool area out of the 3, and makes up for its age with excellent service. The Mesa RI is good as well (more $, but B-fast helps), but I would avoid the Mesa FI. Also, from Mesa TUS is less than 2 hours driving, so you could make the trip easily in 1 day, because it is a nice scenic drive. Have fun!!

ps. go to www.visitmesa.com, they will send you a ton of info if you request it.