Is it Possible to be a Conservative at the Local Level?

Phoenix City Councilman Sal DiCiccio certainly contradicts the notion in this headline.  And he has been an exceptionally important voice railing against many excesses in Phoenix city government.  But ultimately is a city best off with five, seven or nine Sal’s?
Pardon the detour.
It would seem a consistent conservative message would go something like this.  The federal government is furthest away from the individual, the neighborhood, the need and therefore should spend the least.  And defer to the state.  The state then likewise should defer to counties, cities and towns as those governments are the ones closest to the people.  And it is there people want money spent.  On roads.  On the arts.  On kids programs.  On parks.  On police and fire.  On and on.
Look at Mesa.  For years it exercised its conservatism at all levels of government. And look where that got it.  That’s changed in recent years as a more progressive bent has situated the city for improvements.  This progressive spirit is what has allowed Scottsdale to establish and maintain its cache for decades, despite an overwhelmingly Republican registration.
So, it’s a fair question to ask:  if conservatives prevail at the national and state level (and we hope they do) should that necessarily be the case at the local one?