Also, once you identify a potential city, you can check on the crime activity with http://www.crimereport.com as well as http://www.spotcrime.com. These are 2 sites that I frequently use to identify crime activity.
Safety is a HUGE concern for the majority of clients. But really, there's no simple answer to that question. Your best course of action is going to be to have a sit down with a real estate agent that has not only been in the real estate industry for a long while, but also has lived in the Valley for a long while. Discuss your determining factors for "safety" and your agent can help you go from there.
Best of luck!
If crime is your concern, you can use the Trulia crime maps as a starting point. You can contact the Scottsdale Police Dept to ask specific questions about a neighborhood.
Of course, if you can afford to live in neighborhoods that are double guard gated and patrolled regularly it will likely have a low crime rate. If your budget is lower then maybe you will have to be more vigilant.
If you are asking specifically about Scottsdale I think you will find that the crime rate is lower than most other places, but again no place is perfect.