Air carrier inbound to PHX experienced TCAS RA at 5000 during vectors for visual approach to Runway 26.

Narrative

During arrival to PHX Runway 26 at 6;000 FT; Approach Control gave us a right turn to a heading of 230 degrees and asked us if we had the airport in sight; and we said that we did. He said to maintain the 230 degree heading to intercept the final approach course and cleared us for the visual approach. We were just outside JAGAL Intersection so we put 4;000 FT in the altitude window; as that is the crossing altitude for JAGAL and began our descent. As we descended through about 5;000 FT; we got a TCAS warning and we saw another aircraft on our scope at our altitude to our right that had been vectored toward us at 1 or 2 miles away. We then got a TCAS resolution command to descend. I immediately disconnected the autopilot and flew into the green arc which was about a 1;200 FPM rate of descent. We did not deviate from any ATC clearance or altitude and as there was much communication congestion on the radio we did not report this to ATC at that time. We did make a courtesy report to ATC once we landed even though we were not required to. I believe that we did everything as per company policy as evidenced by the fact that we self reported this event to ATC on the ground.