GregW,
You are picking the best place in the mainland US to go to for Christmas (if you like warm weather). Phoenix and Scottsdale are beautiful this time of year, and this area is the location of choice for many of the "snowbirds" who travel here in their large motor homes and SUVs to spend the winter months away from their freezing cold homes in the north and northeast.
Scottsdale, which is on the Northeast side of Phoenix, is the upscale section of the Phoenix metropolitan area. There are a ton of fantastic resort hotels in the area--and a ton of golf courses as well--which is the primary winter activity in this part of the US. The major scenic thing in the area is Camelback mountain, which kind of separates Scottsdale from the rest of Phoenix.
What a lot of people also enjoy doing (in addition to golfing or hanging out at the pool) is to go to a place with a nice fire pit and share conversation over a drink looking across the desert at the beautiful sunsets. Other activities of choice are going to a "western ranch" in the area and doing some horseback riding or visiting some of the touristy "old Western towns" in the area.
Scottsdale has an "old town" section also, but the true "old western towns" in this area are Old Tucson and Tombstone---both of which are located southeast of here about 2 hours and 4 hours respectively. You will pass by some ostrich farms on the way--which are kind of interesting to stop and see. There is also some snow skiing in the Tucson area on Mt. Lemmon when the snow comes down in the mountains there. You can also find snow by going north to Flagstaff (on the road to the Grand Canyon). This is good to know if you plan to take side trips from Phoenix and Scottsdale.
Scottsdale itself will be about 75 to 85 most days in December--a far cry from the normal 115 degrees of the average summer day in Phoenix. This makes for a nice visit to the Phoenix Zoo (which is in Scottsdale) or to an American football game. The newest gigantic football stadium in the US was opened just south of Phoenix, in Glendale and is home to the Arizona Cardinals football team of the National Football League (the professional league). Currently, Arizona is in first place in their group and is almost guaranteed to be in the playoffs--which would be the first time ever for the team since they moved to Phoenix--and therefore is sure to be a big deal for the locals. This playoff game would be the last week in December--and they may play in town some other Sundays before that.
Besides side trips to Lake Havasu and Las Vegas and the Grand Canyon and Tucson, you should also take the short trip to Sedona. There are beautiful red rock canyons in this area, and the town is home to many artists (pottery, jewelry, and paintings). I think this is where John McCain, who just lost the election for the US Presidency, has the largest of his many homes. On the way there, you'll pass by the original "Biosphere" where people attempted to see if they could live in isolation for years at a time and survive by growing or building everything they would need on their own without any outside help.
Other things people like to do is to go "tube-ing" on the local Gila River. They get themselves rubber innertubes and just float down the river a ways and then get a ride back. I think this is done in the hot months and not so much in the winter, though. But like I said, the weather will be 75 to 85 or so--meaning I may be wrong.
Enjoy