ALT EXCURSION AS A C525 FLT CREW ENTERS THE CLASS B OF PHX WHEN CONCERNED WITH THEIR PROX TO LOW LYING HILLS DURING A NIGHT OP; 15 NM NE OF PXR; AZ.

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DEPARTING FROM FALCON FIELD; MESA (FFZ); AZ; LATE AT NIGHT; THE ATC TWR WAS ALREADY CLOSED; SO; WE DEPARTED WITH TFC CALLS ON THE UNICOM; INTENDING TO PICK UP OUR IFR CLRNC IMMEDIATELY AFTER WE WERE AIRBORNE. HOWEVER; WE WERE NOT ABLE TO CONTACT PHOENIX IMMEDIATELY AND WE WERE; BY THEN; HEADING IN THE DIRECTION OF OUR FLT PLAN -- WHICH HAS AN MSA OF 6000 FT. WE WERE BELOW PHOENIX CLASS B AND WERE CONCERNED ABOUT HIGH GND WHICH WE KNEW TO BE SOME DISTANCE AHEAD OF US. WE REACHED 3300 FT; DUE TO SOME CONCERN ABOUT A DARK AREA AHEAD OF US THAT COULD HAVE BEEN TERRAIN (NIGHT). WE RESUMED 3000 FT AS SOON AS CLR OF THE DARK AREA. ONCE PHOENIX WAS SUCCESSFULLY CONTACTED; WE WERE TOLD TO CLB TO 5000 FT; AND DID SO. WE THEN SAW A SIMILAR AREA OF POSSIBLE HIGH GND AHEAD AND CLBED TO 5500 FT; BEFORE IMMEDIATELY RETURNING TO 5000 FT AND REQUESTING HIGHER (WHICH WAS IMMEDIATELY GIVEN). NO TFC CONFLICTS. MAIN LEARNING POINT: WE NEED EGPWS. IT WOULD PROVIDE THE REASSURANCE THAT A PARTICULAR ALT IS INDEED CLR OF TERRAIN; EVEN IF NOT ON A FORMAL ATC VECTOR. I HAVE ALSO ATTENDED A CJ1 RECURRENT CLASS SINCE THEN.