As far as on road OVAL there is racing at Hobbytown Gilbert (asphalt oval).
Also the best road course would be SRS at Thomas and Scottsdale Rd.
If you want oval, unfortunately I think you are not in luck... There is a place in North PHX small carpet oval called Speed Sports RC. Its like 101 and 19th ave roughly... Actually just north of Deer Valley and 19th Ave.
They race some road course (not very well run tho)