I got a good deal on my PF9 at AJI out in Apache Junction. It's on Ironwood and Main, I think.
Other places to check:
Guns, Etc. at Alma School and Warner in Chandler
Pistol Parlor at Country Club and Southern in Mesa
Sportsman's Warehouse can be okay for some stuff - sometimes you get ammo deals - but they don't carry KelTec. They're at Greenfield and Baseline in Mesa.
If you're in Scottsdale, swing by Bear Arms at Scottsdale and Shea. Great selection, though the service has gone downhill a bit recently.
Scottsdale Gun Club is the Big Kahuna in the valley. It's expensive, but super nice and very well-stocked.
Best prices in the valley are usually at Lone Wolf on the west side of Phoenix, but it's a long haul from Chandler.