I always liked Tropical Treasures on the west side (35th and Greenway in Phoenix.)
Many complain he has some aptasia in his tanks, and his store is crammed full of stuff, but his prices are great, and his fish always were strong and healthy for me, hardly any losses compared to other stores.
I liked Discount Aquarium (and still do for used equipment) but the last time I was down into Arizona (I live in a New Mexico now) I was pretty disappointed in how his store looked, and was stocked, and how no one seemed to care I was there.
My favorites in no particular order. Some are great for some things, some are great for other things.
Both Konas
Artistic Aquarium (I had the name wrong)
LE Coral
Reef Monsters
Ocean Floor
I like aquarium arts. 1/2 of all my fish are from there. 75% of my inverts, especially my sea urchins, 6 of them between my frag and display tanks. All are doing great. They are not good for corals though.