Hey Alyssa I found this site....maybe it will be helpful for you as well: http://www.crossdressers.com/forums/showthread.php?113580-Arizona-quot-TG-Safe-Places-quot
I also took tha' liberty in quoting one of the members from tha' site....I would also pretty much agree with them....Good luck to yah!!!
I live in Scottsdale, but rarely venture out here, married with kids and due to my career.I have been by or in all of these places in boi (drab) mode and have done tons of research and spoke to several of my girlfriends, so I'll channel this info to you.
Where you go and what you do is really how comfortable you are with your look and how passable you are. Heck there is no one here that knows you so go for it!
As for malls, Scottsdale Fashion Square and Chandler Fashion Center are your best bets. Metro Center is getting really run down and I wouldn't go there. Arrowhead is nice, but I prefer the two I mentioned. I know Scottsdale Fashion Square has a MAC store, its usually bustling. Some of the larger anchor stores like Macy's also have MAC counters. There are 2 outdoor malls to check out too. Biltmore Fashion Park and Kierland Commons. They are more high end and boutique type stores. Arizona Mills is nothing special, very busy, younger generation crowd.
As for makeovers I'm not aware of any place in town, I'll leave that for someone else to comment on.
There are some clubs here in the valley. Charlie mentioned Cruzin on 7th, I've heard good and bad things about it. Charlie hit on the good, I've heard its also dirty and dungy. I'll defer to Charlie since she's more familiar than I. Two other places I've heard good things about are BS West, in downtown Scottsdale in the heart of the 5th ave shops, another good place to stroll around in girl mode. BS West is more of a guy place but girls are always welcome and it has good management and ownership www.bswest.com
. Its also very close to Scottsdale Fashion Square. Another good place is Amsterdams in downtown Phoenix, http://www.amsterdambar.com/.
I'd also suggest checking yelp, tripadvisor and citysearch for reviews on these places.
Sedona is a great place and I would think TG friendly as would most national and state parks. I'm not sure about Flagstaff, its very beautiful but a little more reserved, maybe a girl from Flag can comment for you.
I hope you have fun here in AZ, it's a beautiful place! Feel free to email or PM me if you have more specific questions.