There really isn't anything to do in Mesa so you wan to focus on Tempe or Scottsdale. Those are the cities between Phoenix and Mesa.
If you want to take in some sun a walk around the Phoenix zoo is nice and from the zoo parking lot it's a quick walk over to "Hole in the Rock" which is an easy hike and you can catch a nice view of the city.
Night club wise you can go down Mill in the evening. It's a college crowd out down there. Or, you can hit up Old Town Scottsdale. If you could be more specific on what your looking for it'd be easier to suggest stuff.
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