i'm in scottsdale, i have never been to a game. i have been to a few Suns games, and we stay at the hyatt. i am pretty sure it is within walking distance to the ballpark, at least the Suns arena was.
wildbill is right, phoenix offers nothing. there is a pretty cool bar called cooperstown. it is owned by alice cooper. it was dead when we visited, but it was not during a MLB game either. there are a strip of bars around the hyatt, if you are into that.
the price for the hyatt can be any where from $129-$300 a night. i feel safe, and if you get lucky you can park for free after 6pm on a side steet made for easy walking. if not, valet is $18 or self park is $12
i feel safe staying here, not sure about other areas, but i just moved here, and some parts of phoenix can be bad, from what i heard
good luck