St Thomas the Apostle, St Joan Of Arc, St Theresa, Most Holy Trinity and Our Lady Of Perpetual Help Scottsdale are very solid parishes in your general area. Very different culturally and aesthetically though. Most parishes here have multiple priests and you may find sermon quality varies.
St Mary’s Basilica downtown is the most beautiful church architecturally and musically and is a very friendly place. I know that at least two of the friars priests there are good confessors. It is considerably more liberal though culturally but it isn’t in your face. It is a place where Traddies and flaming liberals coexist (but while grumbling)
St Francis Xavier uptown is a pretty church with a strong community. It is a Jesuit church and runs a bit to the left as well.
I have mixed feelings about the cathedral. You can be sure things are correct there but I have never been tempted to make it my parish…