Mulqueen's also has a large store on Main St. in Mesa, just east of Val Vista. Another store in that vicinity, just east of Stapley, is Sally's Fabrics, which also has a huge selection of fabrics and notions.
The 35th Ave Sew and Vac in Tempe, unfortunately, has a pretty limited fabric selection, so you really do need to go to their store on Northern Ave. and 16th St.