I'll defer to the locals on this one, but here's my 2 cents worth. First, I haven't been to the Phoenix area for about 10 years, so my take may be outdated and incorrect, but I'm sure others will correct any misinformation.
During my visits to the area, I always liked the Tempe area. I'm not sure on residential prices, but there seemed to be plenty to do and would probably be a good fit for your age (somewhat of a "college town" feel back then, but not too "party-centric").
As for any move to a new area, I recommend spending a long weekend in the area and decide for yourself. You could rent a car (if that's how you'll be getting around once you move), get a room somewhere in the Tempe-Mesa-Chandler area and check things out. From my experience, I doubt you'd want to start out in the Glendale area, but I'm sure it is much more developed than when I was there (I remember visiting GRA around 2004-2005).
I'm hoping you aren't buying a home/condo prior to living there. It's much better to rent the first year (or so depending on what type of business/company you'll be working for) and see how things go. Once you have moved there, you can start branching out and visiting various areas if you plan to settle in the area long-term.
Good luck, I was considering moving out there 6-7 years ago, but am relatively comfortable in my current position, so I'll most likely remain here until I retire (hopefully about 10-15 years from now if all goes well). The Phoenix area will give you plenty to do in your 20s, 30s, and beyond (I loved hiking up in the Prescott and Flagstaff areas when I had the chance and north of Tucson had some nice hikes as well).