I don't really know Cave Creek at all, though I suspect it's got a lot of new developments, and not so much character... but for what it's worth, we found a good pizza place by accident in Anthem when we went to the Pearl Izumi outlet store. The outlet stores are west of the freeway. The restaurant is called Rosati's, and it's on the east side of I-17, north side of the street, less than a mile from the freeway- maybe much closer.