20 Best Things to do in Phoenix at Night [New Guide] 1/ Arizona Desert Tour by UTV. 2/ Stargazing. 3/ Sonoran Desert Night Tour in Hummer. 4/ Sonoran Desert Sunset Hot Air Balloon Ride. 5/ Sunset and Phoenix City Lights by Plane. 6/ Saguaro Lake Sunset Cruise. 7/ Indoor Skydiving. 8/ Pub crawl by bike.