411, the PHX tracon might want you to fly the original missed.
But do not assume that this is a rule valid on all sidesteps everywhere!
At my base in MUC the RWYs are very far apart, and miss takes you either 90deg north or 90 deg south, depending on the RWY.
Now if you flew the miss to the N from the southern RWY, it would be very dangerous. You usually get the sidestep, because they have lots of departures waiting at the original RWY, and low traffic on the other one.
So, as just discussed on another thread, have a word with ATC when accepting the clearance for the swing about the missed app procedure at least.
Nic