Just moved from there. The track on the east side is Firebird and it's the one with the lake, drag strip and road courses. Bondurant's facility is right next door as well. It's near the jct of I-10 and 202 near Chandler/Tempe.
There aren't museums and such that I know about but on certain Sundays there is cars and coffee where a bunch of cars show up is $cottsdale in a mall parking lot. I went to it once and it was neat enough. I can't remember what the details were and how I found it or even exactly where it was though. Checking on line or calling around to some dealerships might yield something.
If you have time to kill, there is the Scottsdale auto mile. A string of dealerships of all sorts- Ferraris, Maseratis, Lamborghinis etc. West of Scottsdale Rd on McDowell, around 68th or so. Not much more than walking around the cars on the lot but interesting eye candy if you're up for it.
Chris