Welcome to the sport and thank you for your service. I too am on the West side and there are a few options on the weekends (Fightertown, especially) but very little on weekdays. VIP is opening a new location in Paradise Valley, but not for a few months. As for gear, I would suggest a gas blowback M4, since it is extremely close to the real thing when it comes to tearing it down and operation. My son got one from a weapons instructor who used it for years as the first training tool for someone learning to use the M4. Good luck and enjoy the sport. Oh, and if you don't know already, the people at Command Post Paintball are really knowledgeable and good guys and love the sport as well. They are kind of in the West Side:).
Good luck to you and enjoy the fun!