Since they are new to Phoenix, maybe something to help them explore the area. For example, a gift certificate to something in Phoenix (tickets to a local sports team, music venue, theatre, symphony, etc). I'm sure you could reseach what is available and buy the gift certificate online. Another thought might be a guide to Phoenix, if they don't have one yet. If they like to hike, you could get them a guide to hikes in the area. You could get either of these from Amazon.com.
Or you could go the opposite and bring them something special from Detroit. I don't have any ideas here because I'm not from Detroit, but if there's some product that you can only get in Detroit, that might make a nice gift (especially if they are from Detroit and there's something they miss about the area).
Gift certificates for home stores (Ikea, Crate & Barrel, Pottery Barn, etc.) also always make nice housewarming presents. Wine is the standard housewarming present. If they don't like wine but are into gourmet foods, an expensive bottle of balsamic vinegar makes a nice gift.
The picture is also a great idea and doesn't have be done while you are there. You could have the picture(s) developed after you get home and then send the framed (or scrapbooked) photos to them with a nice thank-you note. There are online film developing servings (snapfish.com is one) that let you organize the pictures into an actual book--with captions and everything.
My Before and After Pics
"Decide what you want; decide what you're willing to exchange for it; establish your priorities, and go to work." --H.L. Hunt
"Life has hills. Set the treadmill at an incline."