I agree that Scottsdale is a great choice if you don't mind the heat (it's not THAT bad!). There aren't a whole lot of nightlife options right near the hotel, but it's a short drive to Old Town Scottsdale where there are a ton of clubs and bars. Near the Kierland you have Barcelona (nightclub/bar/restaurant) and Fox Sports Grill.
I can also recommend going to San Diego. Not only is the weather great, but you have plenty of golf options (and Gaslamp Quarter for nightlife). The W Hotel is supposed to be really nice, and it's walking distance to Gaslamp.
If the heat doesn't bother you, why not go to Las Vegas? You've got the Aladdin on the Strip as well as the Westin just off the Strip. There are many great golf courses to choose from and you've got enough nightlife to keep you busy for a year. I recommend Drai's inside the Barbary Coast (just a block away from the Westin) for your late night scenery. It's about a mile from the Westin to Gordon Biersch (a good place to start your night) and about 2 miles to Hofbrauhaus.
If you choose Scottsdale or Las Vegas, you'll find prices much lower for hotels and golf.