The jazz scene in Scottsdale/Phoenix is pretty much non-existent.
I'm not much of a Rowland fan. Dude can sing but can get a bit cheezy.
For local talent try and catch Danny Long at either Remington's or Avanti.
Or look for Margo Reed performing somewhere.
There is a Tower at Desert Ridge that has a real nice selection. Other than that, nothing comes to mind.
As for interesting sites, the whole town is like a resort. There is plenty of malls, hotels, bars, and some really great restaurants.