Air Carrier inbound to PHX voiced concern regarding several TCAS RA events during a Visual Approach; the reporter claiming poor ATC handling.

Narrative

While being vectored by P50 Approach from the north for Runway 8; we were given numerous turns and airspeed reductions for spacing into PHX. We were vectored south through final approach for Runway 8 without being told before or acknowledged afterward; and then given another vector back from the south to intercept final for Runway 8; then cleared for the Visual Approach. We had received and acknowledged visual on traffic landing on the south runway (thought landing on Runway 7R; but now wonder if perhaps he was landing on Runway 7L). Though we did not look alarmingly close; we received and complied with a TCAS RA to descend. We subsequently received 2 more TCAS RAs to descend. Each time we complied; getting considerably below glide slope in order to comply with the RA. We reported the RAs to Approach; and later to the Tower. Each time; it was answered very non-nonchalantly; as if there were not a problem. After the 3rd RA; we were also issued additional helicopter traffic over downtown; 600 FT below us. We explained the situation with the TCAS RAs and asked what he would like us to do. 'Continue' was the response; again; with seeming non-nonchalance; cause; poor controller handling on spacing for landing. Suggestions; I believe the tapes and films for this event should be reviewed and remedial training occur if the controller was; indeed; found to be in error.