Phoenix Unidentified Lights

Here, in the Phoenix, Fountain Hills, AZ and surrounding areas, I sometimes see lights at night that look like they shoot straight up in the sky or dance around the mountains. They disappear, and sometimes go around in a zig zag motion. Once in a while they come out of nowhere, then get brighter like a great ball of light and then the light completely disappears leaving a dim shadowy shape that glides silently across the night sky. They seem to come down lower in the sky and sometimes glide across the lake and also lower in the sky in the valley near the city lights.