I always liked Tropical Treasures on the west side (35th and Greenway in Phoenix.)
Many complain he has some aptasia in his tanks, and his store is crammed full of stuff, but his prices are great, and his fish always were strong and healthy for me, hardly any losses compared to other stores.
I liked Discount Aquarium (and still do for used equipment) but the last time I was down into Arizona (I live in a New Mexico now) I was pretty disappointed in how his store looked, and was stocked, and how no one seemed to care I was there.