First, don't listen to Jay. Your parents should absolutely, positively, and 100% guaranteed want to live in Scottsdale. I live in Scottsdale after all, so this MUST be the place to live.
Ok, with that bit of humor out of the way, the choice for where to live in a city the size of Scottsdale is not a trivial thing to suggest. In case you aren't familiar, the city is 28 miles in distance from north to south. And parts of it are more than 10 miles wide (though it's typically relatively narrow at only a few miles wide), so with over 100 square miles of land with which to consider, it's not trivial to say, oh, you want to live north of X and South of Y, East of A and West of B.
Thus, more information is certainly needed, but some questions that naturally arise include: Is a newer home preferred or an older home? Condo, townhouse, or single family home? Near golf or that doesn't matter? $1M+ neighborhood, $2M+ neighborhood, $500K+, or under $500K? Large piece of land or small/no land? Pool or no pool? Near the "city" and hustle/bustle, or near the "desert" and quiet and relaxing? Near shopping/dining, or that's not so important? A gated community or not? HOA or not? Mountain or city views or not so important? Something up on a hill, or down in the flat?
Answers to some of those questions will dramatically affect price (like elevation, views, and lot size) as well as location, while answers to others of them will significantly affect location.
Circling back to Jay's suggestion, it could be something that is very important to your parents pushes the price in Scottsdale outside their means, but is actually available in Mesa or Glendale or some other city. Thus, while I love Scottsdale, and I believe it's a great city to live in, I wouldn't completely ignore other cities in the Phoenix area.