I was in Phoenix last month and my final fabric purchase was at 35th Ave Fabric World/ sew and vac. Here is their website.
http://www.35thavesewandvac.com/ Huge selection of fabric, books, notions, kits. Friendly staff. I will definitely go back there next year.
We also visited a Bernina store in Mesa on Southern Ave. Beautiful fabric friendly staff as well. Here is their website
http://www.berninasouthwest.com/ . Wanted to go to 3 Dudes quilt shop but never got there, too much purchasing fabric elsewhere. I will visit there next year.