Spring Training is definitely happening, you'll just have to check StubHub for tickets. Tickets for the stadiums in the good part of town (Talking Stick, Scottsdale, Sloan Park) are available, but at a premium due to there only being 2-3k fans being allowed in. Stadiums on the westside (Maryvale, Goodyear, Camelback Ranch) have cheaper tickets....but it's the westside. You'll have to wear a mask at any game unless you're actively eating or drinking, so the key there is to always have a beer in your hand.
For touristy stuff, you could go to Sedona, but it's a trap. It will be crazy busy around town. However, the hikes are great. Oak Creek, Bell Rock, etc. Locally, I'd skip the Botanical Gardens (nice because it's in town), and head east to Boyce Thompson Arboretum in Superior. About an hour outside of town, but well worth the drive if you're into that. Or if you're into golf, that's pretty much everywhere around here. Can't go more than 2 miles without running into a course.
If you want a good hike and to get outdoors, check out Fossil Springs up off of the 260. You'll need a permit after April 1st (otherwise not needed in March), but it's worth the drive. Bring a fly rod if you are into that (barbless and artificial). Plenty of other hikes up north as well, but keep in mind the weather is completely different only 90 min north of here. Shed hunting will be in full swing come April, so hiking up around the Mogollon rim will give you an opp for some elk sheds. Probably one of my favorite things to do that time of year.
Local lakes, I'd suggest Saguaro and Canyon. Both are on the eastside and offer decent bass fishing. All of the bass are up shallow on beds right now prepping for the spawn. Check out AZ Fishing Guides if you want to book a trip. Great group of guys who will put you on some big bass. If you do any mountain biking, I'd suggest National Trail at South Mountain or Trail 100 in North PHX. I regularly ride both and those are my two local favorites. If the beach cruisers are more your thing, ride the canal in Biltmore/Arcadia and hit some local restaurants for some food/drink.
Restaurants are open and busy. Plenty of great choices in Downtown/Uptown PHX, Scottsdale, Tempe. Tons of local breweries all over the valley. Eats recommendations that are some of my go-to's and I'd suggest:
BBQ - Little Miss in Sunnyslope
New Mexican - Richardsons in Uptown
Thai - Glai Baan just south of the Biltmore
Steakhouse - Steak 44 in Arcadia or Durant's in Midtown
Seafood - Chula in Uptown (Huss Brewery is right next door)
Patio - Wilderness Brewery in Downtown, Pomelo in Uptown, Chelsea's Kitchen in Arcadia
All in all, PHX is a huge city and really spread out. Plenty to do here, so it's good to have a plan (but don't move here, it's getting wayyyy too crowded. hahaha just kidding).