I have to agree with those stating that a car is a must if you're looking to visit the market, Scottsdale and do any other exploring of the surrounding area.

I've visited twice and as I recall, there is a small shopping center about a mile or two from Shangri La Ranch but it is about a 40 min drive to Scottsdale.

It's a stretch and there are most likely legalities involved but maybe a call or email to Shangri La to see if anyone that resides at the Ranch has a car to rent? It may be worth the question.

Have a good time!