The Arizona Veterans Memorial Coliseum is located near downtown Phoenix at 1826 W. McDowell Road. That's on the site of the Arizona State Fairgrounds. It is an indoor stadium that used to be the home of the Phoenix Suns before they moved in 1992 to what is now known as the Talking Stick Resort Arena in Downtown Phoenix. During those basketball years, it was called The Madhouse on McDowell. The Roadrunners used to play minor league hockey there, too. The Arizona Derby Dames used this facility for roller derby matches prior to 2015.
Periodically there are other events and trade shows here. During the Arizona State Fair, the concerts are held at the Arizona Veterans Memorial Coliseum. For the Arizona State Fair, you can buy tickets for reserved seats or stand on line on concert day for free seats. Here are some tips on how that works.
The layout of seating for some shows may be different than the layout depicted above.
Valley Metro Rail (McDowell/Central Station) is about 1-1/2 miles from here. Here is a map of light rail stations. There is regular bus service to the Arizona State Fairgrounds if that's too long a walk.