I live in Phx. but have been to Sedona many times. Never looked for a quilt shop there.
It is worth the 2 hr drive to Phx just to go to the quilt shops.
35th Ave Sew n Vac is a very large quilt shop and it has over 15,000 bolts of fabric. It is on 35th ave and Northern. They also sell used machines and long arm set ups that they will demo for you.
There is another shop out around 98th ave and Bell that is nice too.
My favorite is Mulqueens on 59th ave and Northern. All there fabric is 6.98 a yard and is top quality.
There is a Joanns on Bell near the 101 freeway.
There are many more shops but farther away.
51 ave and Northern has a sewing machine repair that has tons of used machines for sale.
But you will have to contend with the oven of Phx. It is extremly hot right now.