I love Gold's at North Scottsdale.
They have a women's fitness room so that women can lift without feeling uncomfortably scrutinized by aspiring body builders, a group exercise room, and a spin room. There are tons of ellipticals and treadmills as well as all of the staples of a gym: weights, kettle bells, medicine balls, etc.
I mostly come here for the classes. I'm obsessed with Tracy, Paul, and Becky's spin classes. Paula's Body Pump is also really good.