This zoo is a pretty cool place to check out (just avoid the summer). I wish more of it was indoors because it does get pretty toasty, but if you live in Phoenix you have to check it out.
The library does have free passes so grab one of those to keep your cost down. Also if you can spare the extra cash please feed the sting rays! That was pretty awesome :-)
Overall though, there are better zoos that are just a "daycation" away. I recommend Bearizona and Wildlife World Zoo.