I'd say there is nothing to fear, really, Phoenix is not a true "city" by any means, crime-wise. All they do here is break-into and steal cars -- constantly.
I don't even think there are "REAL" gangs here, and the worst neighborhood here resembles the best neighborhood I ever lived in Chicago. That is why I moved here: to get away from gangbangers and corner lounging scum.
PHX kids get all upity when people say that, they like to pretend PHX has a ghetto, but it just has poor Mexican neighborhoods, which are not dangerous, just seedy.
Occasionally a meth-head shoots somebody in a gas station parking lot, but as for the usual city violence, it is nonexistent. I personally think it is because nobody walks here. The sidewalks are empty, so nobody is around to fuck with you. If somebody is on a sidewalk, they are either an illegal or have multiple DUI's.