Here are two of the best that I know of:
Quiltz
13825 N. 32nd Street Ste 8, Phoenix, AZ 85032, 602-482-4141
Store Hours: Mon-Sat 10-5, Tuesday 10-8, Sunday 12-4
The staff in this store are some of the nicest people ever.
35th Avenue Sew & Vac
3548 W. Northern Avenue, Phoenix, AZ 85051
602-841-5427
Sorry I can't give you their hours. I copied this info from a recent email. This is their new location and I think you won't be disappointed by the quality and quantity of EVERYTHING.
Exactly where in Phoenix are you going? Maybe I can suggest other places?
Kat