Wickenburg is actually a great course but, I would agree that it's not really a destination course for people coming to the Valley.
Gold Canyon is open to public and I would recommend the Dinosaur to anyone wanting to experience a true "desert" course. Being built on and around Dinosaur Mountain it provides some very cool elevation changes and I've never heard anyone say they didn't like the course.
The 2 courses at Wild Horse Pass used to host an event on what is now Korn Ferry tour. Courses are fun to play but condition has started to wane in last few years. If you are going to drive down to Wild Horse Pass drive a little further and play Southern Dunes. Much better course and always in great condition plus it's a Fred Couples design which makes it cool.
Finally, any golf trip to the Valley should include the TPC Scottsdale. First off, it's a fun track to play and condition is always great (except when the greens have been punched). Plus, now with many of the structures for the Waste Management being permanent you get to see just how "big" the event is