Cabs are few, far between and expensive in Phoenix. A rental car is probably a good idea if you are not staying within walking distance of the Palms or if you plan to leave the area.

I think the art fair will be going on and Phoenix Pride is April 12 and 13th http://www.phoenixpride.org/index.cfm so unless you plan to stay an extra 2 weeks you will miss out.
Dicks Cabaret now has titties. The gay strip club moved to a different location even farther from the Mission Palms and I can honestly say I have not been to it yet.