Bruce,
I hope you'll be here on April 11.
That's the date of the DESERT SCALE CLASSIC. It's one of the best model car contests/shows in the Southwest. Check out the thread in the "Contests and Shows" section. After the event, we host a free barbeque for attendees.
Hobby shops. We have the usual contingent of craft stores: Hobby Lobby and Michaels. They are all over the metro area.
For shops devoted to models, there are several.
HOBBYTOWN USA - 3401 W. Greenway Road, Phoenix. A full-line hobby shop with models (cars, trucks, planes, armor, ships), supplies, magazines, paints and adhesives, model rocketry, and all kinds of R/C. Additionally, they have two circuit slot car tracks, a slot car drag strip, a pinewood derby track, an indoor clay off-road R/C track, and an indoor electric go-kart track. You can bring your own slot car or R/C car, or you can rent one. They have a video game arcade, pool tables, and on-site restaurant/snack bar.
It is also where DESERT SCALE CLASSIC will be held on Saturday, April 11. DSC includes a critically-judged contest with 29 classes for adult builders, classes for juniors, and multiple master awards. In addition, there's a peoples choice contest for the host club members - spectators and entrants get to judge the models entered by host club members because we don't compete in the critically-judged classes against our guests!
And, of course, we have a large model car flea market and swap meet. Dozens of vendors will be on site, including a full line of Modelhaus parts and kits.
There's another HOBBYTOWN USA in the SE suburb of Gilbert, AZ. It's at Gilbert and Baseline Roads. More into RC than models.
There's HOBBY DEPOT in Tempe at Southern and Mill Avenues. It has a full line of model cars, trucks, armor, planes and ships. No RC.
There are two HOBBY BENCH locations: 19th Avenue and Northern in Phoenix and 43rd Avenue and Bell Road in NW Phoenix. Both have model kits and RC, as well as trains.
Hope this helps. And, hope to see you at DESERT SCALE CLASSIC!