I'm almost 100% in agreement with Carbine10:
For great prices on Glocks,sigs,beretta,remington, etc. MG Kelly's is great.
For gunsmithing, A&A is tops in my book as well.
For tactical gear like eagle & blackhawk and C3 guns, The Armory in Scottsdale.
I've not been to the new cavarms shop but I do like the crew from there and my Cav-15/accessories. I'll either get down there soon or order a coyote brown furniture set from Treetop.
I've not been to Bear Arms since they moved, but I do recall they had many, many guns. The only place I know with more guns is "The music box" or something like that on Central Ave north of I-10 on the east side of the road, it's a pawn shop and they've got thousands of guns, mostly your pawn shop type guns but for sheer quantity, it's impressive.
-luke