I don't think your going to have a problem in Phoenix. I really don't think there are to many bad areas here but if I had to name a few areas where you should use your "streetsmarts" they would be South Phoenix, Maryvale area, maybe a few areas in the central core. I'm not a big fan of the 32 st. and McDowell area. I think you will be fine, Phoenix doesn't really have ghettos at least when compared to other cities such as Detroit. Of course I would suggest to always use your "streetsmarts" no matter where you are.

As for places you should go, check out Downtown Tempe and Old Town Scottsdale. They are probably the most active areas in Phoenix and have good nightlife etc...