Check the team schedules when they come out, usually after Christmas. A lot of teams have spring training here, including the Cubs and Giants.
The Giants play in Scottsdale, and they have a trolley that takes you from the mall right to the game and back.
The Cubs play in Mesa, about a 20-minute ride away.
The fun thing about the spring training games is that you can get up close and personal with the players, and after the game, they come to the sidelines of the stands and will sign autographs for the kids and stand there for pictures.
The tickets are usually about $10 or $15, but the concessions aren't any less than the regular season games. I still paid $5.50 for a beer.
I always see a lot of people from Chicago to see the Cubs play.
The Diamondbacks also do their spring training in Tucson, about a 2-hour drive.