Stoner 
Where it gets dark
Scottsdale throws off a big orange dome of light. From Kierland or the Waterfront, you'll get the moon, a few bright planets and that's about it. The rule's simple: the farther you go from the 101 and the city core, the more you see.
Pinnacle Peak and Troon have the darkest skies inside the city, and a lot of residents guard them. Fountain Hills, just east of the McDowells, is an International Dark Sky Community, which means the town takes its outdoor lighting seriously. On a clear, moonless night in the cool months, the Milky Way shows up from some backyards up north.
Where you can actually be
This is where people get it wrong. The McDowell Sonoran Preserve runs sunrise to sunset, and Pinnacle Peak Park locks its gate at a posted time. So those are out for late-night sky watching. Other parks have their own hours, so check the sign.
That leaves private property: your yard, a friend's patio with no streetlights, or a rooftop you've got permission to use. It's also the only place on this list where a joint's allowed, since public places and open space are off the table. A parked car in a public lot or pullout doesn't get you around that rule, and being far from town doesn't change it.
How to do it right
Pick a night near the new moon. A full moon washes out the sky, no matter how far you drive. Winter brings Orion and cold, crisp air. Summer has the Milky Way high up, along with monsoon clouds and warm nights, so check the sky before you set up.
Turn off the porch lights and give your eyes twenty minutes. Don't look at your phone. If you need a stargazing app, download it before you get comfortable and put it on red-light mode, because white light wrecks your night vision. Bring a blanket, since the ground gets colder than you'd think. In summer, watch where you're stepping or sitting, because the critters are out too.
Getting there
If you're leaving your own neighborhood, the driver's sober, full stop. Dark roads with no shoulder and a coyote every few miles are no place to find out how an edible hits. Better yet, invite yourself to a friend's place up north and sleep over. For more on the area, see the desert outdoors guide, and for the time of year, Scottsdale by season.