In the San Diego area my favorite is Memory Lane Quilt shop in El Cajon, not too far from there is Cozy Quilts and then there is Rosie's Calico Cupboard in San Diego.
My friend and I have a yearly quilting retreat in Las Vegas. We enjoy the Christmas Goose, and a new one Sew Yeah Quilting is great - it's new and very open and lots of light. And then there is Quiltique in Henderson, NV (which is right next to Las Vegas.