Depending on what part of town you are in:
Ye Olde Tobacco
4525 N. 24th St., #110 Phoenix, AZ
Stag Tobacconists & Gifts · Website · (602) 943-8519
9201 N 29th Ave Ste 47 · Phoenix · Which is on the outskirts of Metro Center
Stag Tobacconist · Website · (480) 585-7824
23535 N Scottsdale Rd Ste 104 · Scottsdale ·
All three shops are owned by the same person Rick Hopkins a really nice guy. The first two have a really good supply of pipes and blends, the first being the best.
Two more are (and I haven't visitied them in awhile so no longer sure of their selections):
Tinder Box Mesa: 1457 West Southern Avenue, #10 Mesa, Arizona 85202 480.644.9300 Which is on the outskirts of Fiesta Mall Good selection of pipes and tins. Excellent selection of bulk blends.
Ford and Haig Tobacconist: 7070 E 5th Ave
Scottsdale, AZ 85251 (480) 946-0608 Which is in old town Scottsdale A few pipes and tins. Descent selection of bulks.
Hope this helps.