MD80 CREW DSNDING INTO PHX FOR VISUAL APCH RECEIVE A CASUAL TA FROM THE APCH CTLR. ALMOST IMMEDIATELY AFTER THE TFC CALL; THE CREW HAVE A TCASII RA AND CLB.

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ATC FACILITY: PHX APCH. LOCATION: FINAL APCH RWY 26L. WE WERE DSNDING FROM THE SUNSS2 ARR FOR A VISUAL APCH TO RWY 26L. THE SUN WAS VERY LOW ON THE HORIZON AND IT WAS A LITTLE HAZY AND EXTREMELY DIFFICULT VISUAL CONDITIONS. AT APPROX 4000 FT MSL; WE GOT THE RWY IN SIGHT AND WERE CLRED FOR A VISUAL APCH TO RWY 26L. AT ABOUT 3000 FT WE WERE GIVEN TFC AT 1 O'CLOCK. THE CTLR DID NOT GIVE US AN INDICATION OF HOW CLOSE OR HIGH OR LOW THAT I RECALL. WE ACTUALLY THOUGHT IT WAS AN ACFT LINED UP FOR RWY 26R. AT ABOUT 3000 FT; WE GOT A TCASII ALERT FOLLOWED ALMOST IMMEDIATELY BY AN RA TO CLB. DURING THE ESCAPE MANEUVER; I GLANCED AT THE TCASII AND OUR TFC WAS ONLY 200 FT BELOW US AND WE WERE DSNDING! DURING THE PITCH UP; THE FO SAW THE SMALL CESSNA RIGHT BESIDE US AND BELOW US. WE DID NOT GET ANY INDICATION FROM THE CTLR THERE MIGHT BE AN IMPENDING CONFLICT WITH THIS TFC AND; IN FACT; WHEN WE SAID WE WERE RESPONDING TO AN RA; THE CTLR SAID 'ROGER; CONTACT TWR;' LIKE NO BIG DEAL! THIS IS THE CLOSEST I HAVE EVER COME TO ANOTHER ACFT IN THE AIR. THE VISIBILITY CONDITIONS WERE VERY POOR. THERE IS NO GS TO RWY 26L AND DURING THIS TIME OF DAY I FEEL A LOC APCH WOULD BE IN ORDER. APPARENTLY; THERE IS A GA TRAINING AREA DIRECTLY UNDER THE FINAL TO RWY 26L; BUT THERE IS NO MENTION OF THIS ON OUR CHARTS OR BY APCH CTL. OBVIOUSLY; I FEEL THIS WAS A VERY DANGEROUS SIT. P.S. I; THE CAPT; WAS FLYING.