If you are in Scottsdale, and haven't tried The Cornish Pasty, you are missing out. It is a winner. The price is great, the food is better than great, and they know how to pour a proper pint of Guinness. My favorite pasty is the pilgrim. It's like thanksgiving in your mouth. It's also very vegetarian friendly, with several great veggie pasties on the menu.
The beer is a bit expensive ($5-$7 pints) but they have such a great beer selection, that it's worth it.