Sal, nothing is going to be cheap in Scottsdale near Westworld in the winter. I assume you will have a rent a car. If you are 10 miles away, I think you could get something for 60-80. I would suggest Yahoo yellow pages.
http://yp.yahoo.com/py/ypResults.py?...=y&stx=7737307
The map portion shows the locations. You could see where Westworld is and the hotel. There is nothing east or north of Westworld. But south Scottsdale or west of Scottsdale (east Phx), should show you quite a few. If you need anything, let me know.