I've had good luck with Bear mountain in mesa. The guys tend to be grumpy sometimes, but the prices on Guns are very decent. If you want a big selection, check out AJI sporting goods, Very nice selection and prices.
Ammo prices at both stores suck though, so dont go for ammo. In fact, I'm pretty sure Bear Mountain is AJI's supplier.
You can check out Bear Mountain online, and order the gun online, and they will ship it to the store in a couple days. I bought my wife a "pink Lady" for valentines day, and it arrived in about 3 days or so.