East Valley- try Rawhide- little western recreated town- there are some great stuff to utilize for locations- might have to ask permission, not sure about that. The Renissance Festival began last Saturday outside of Gold Canyon- it will be ongoing until April. TONS of cool stuff there!
The First Fridays Artwalk in Downtown Phoenix is fun- at least in the Spring and Fall- in the summer- not so much. Things don't get happenin' until dark, so you'll need a tripod and flash, which can be a pain in the throngs of people. Theres a carnival kinda area outside of Wild Horse Pass in the far south of the East Valley that could be cool.
If you are willing to drive a bit- there are a lot of interesting little towns- Cleator, Cordes Ranch, and Crown King in the Bradshaw Mtns, Strawberry, Pine up north of Payson. There are some REALLY interesting folks in those little towns.
Granite Dells in Prescott would be an awesome place for a model shoot, imo.