There are tons of great hikes all over the valley, check google for what might be closest to you.
Old Town Scottsdale has lots of small businesses and restaurants that have a lot to offer. With great walkability, you could spend a whole day just walking, shopping, and dining. Also close to Fashion Square, which has many of the high end department stores to browse.
This is a great way to kill at least a few hours if you're a big fan of music. Check out what live shows they may have to offer, as well as some of the historic instruments they may be housing. Also some fun hands on learning labs for any age.
Horses are a historic part of Arizona's history, and this company offers a glimpse into what the wild west might have been like. You can rent some horses and hit the trails, exploring more of Arizona's natural beauty.
During the weekend of the wedding, the Arizona Diamondback will be playing the New York Mets all three days, so if time permits, you could go check out the game in the open air stadium, in the heart of downtown Phoenix!