I recently had a great buying experience at AJI in Apache Junction, located around Main and Ironwood on the north side of Main, which is just outside Mesa.
Pistol Parlor offers friendly service, with a good selection of pistols and black rifles for a small shop. It's in Mesa at Southern and Country Club.
If you can get down to Chandler, Guns Etc. recently moved into a better and larger building at Alma School and Warner. Nice young woman working behind the counter there.
Bear Arms in Scottsdale is a bit of a hike from Mesa, at Scottsdale and Shea. The service is so-so these days, but the handgun selection is incredible.