Which Phoenix?First of all, we need to clarify. Most people, when referring to the City of Phoenix, mean the one in Arizona. There are other cities named Phoenix in the United States. There's one in California, New York, Illinois and Oregon. Maybe there are others! In any case, I'm referring only to Phoenix, Arizona here.
Where is Phoenix?The City of Phoenix (black dot on the map) is in Maricopa County (white area). It is rather centrally located in the State of Arizona. Note that the map is not drawn to scale; these are simply general shapes and locations for your reference.
More About PhoenixThe City of Phoenix is the capital of Arizona. It is one of the largest cities in the country, 5th largest as of the 2009 U.S. Census estimates. It covers 517 square miles (2010).
The phrases Greater Phoenix, Metro Phoenix and Phoenix area refer to the metropolitan area of which the City of Phoenix is the hub. The cities of Scottsdale, Tempe, Glendale and more than 20 other cities and towns comprise the Greater Phoenix area. Care should be taken, therefore, when reading about statistics and surveys comparing "Phoenix" to other cities. It is important to know if the reference is to Greater Phoenix, or the City of Phoenix. Some research companies aren't especially diligent in defining their survey methodology or mode of sampling. Beware.
The About.com Phoenix site (that's where you are right now) includes information about Greater Phoenix cities and towns, too.