The Camby is in the upscale Biltmore area of Phoenix. There is a great variety of restaurants an easy stroll from the hotel. There is no reason to rent a car unless you want to explore sites further away from the hotel.
If you do want to venture out we recommend going to The MIM. The Musical Instrument Museum is a top tier museum. Plan about 5 hours roundtrip including the 3-4 hours walking the museum. The audio tour is highly recommended.
If dancing does not give you enough exercise you can hike nearby Camelback Mountain or Piestewa Peak.
For a more laid back walk with man made views you can walk the Biltmore loop which takes you around the mansions of the Biltmore Estates.
Wrigley Mansion is about 3 miles from The Camby at the north end of the estates. There are tours available for the Mansion.
If you, or your partner, would like to golf on the Biltmore there are two courses available. If you are a golfer you know this will not be cheap.