I've lived in Phoenix/Scottsdale for most of my life. I moved to Tucson to U of A to do my undergrad.
First, ASU sucks. I have to say that no matter what and the reason should be obvious.
As far as Tempe goes, it's generally an alright area. Avoid Mesa, I personally just don't like that area. Mill Avenue is where you'll find the best bars and a lot of other interesting stuff.
Get used to being told that you don't live in Tempe even if that's your street address. All of the "cities" around Phoenix have already been assimilated, kind of like LA.