Since you are with the A's, I am guessing you are closer to the south side of Scottsdale. There are a ton of cool little places in Old Town. If you want some of the chain restaurants, your stadium isn't far from Mesa Riverview and Tempe Marketplace. Both have plenty of places to eat.

Sweet Tomatoes

Coconuts fish cafe

The mission

In-n-out also culinary drop out

Chipotle

Grassroots Kitchen

Don and Charley's