Scottsdale is most pleasant October-April, when warm, sunny afternoons (mid-60s to mid-80s F/high teens to high 20s C) give way to cooler nights. Occasional rain showers and thunderstorms occur during the winter, but snow is unknown in these parts. There are long stretches with little rain. The average annual rainfall is about 8 in/20 cm with about 300 sunny days per year.
If you visit in summer, be prepared for heat: Temperatures above 100 F/38 C are common June-September, though the low humidity makes it a bit more tolerable. Mid-July to mid-August, things get worse as the usually dry air turns muggy. Watch out for sudden dust storms and downpours in summer.