Giddy up bitches!
If you want cowboy music, a live band and to get really reaally drunk in a cool place in Scottsdale I highly reccomend The Rusty Spur.
Also, the Psychobilly Rodeo Band is the greatest thing that ever happened to me. They play the best country western standards with a few hilariously amazing original songs.
The only downside is that the bar is really small and tourists and hen party chicks come here. Other than that - awesome in every way.
Go check it out!