Thursday through Saturday there is entertainment (Irish)at the Dubliner Pub and Grill, at 40th Street and Thunderbird. Other Pubs to check would be Seamus McCaffery's Pub and Restaurant in downtown Phoneix (next to the San Carlos Hotel, O'Connor's at I-17 and Peoria and the Blarney Stone in Scottsdale.Liam's suggestion is an excellent one if you'd like to perform. Good for just listening too, though.
DougR