I would suggest: Murphy's Gun store, on Country Club at Lt. Lowell (just behind circle K gas station) a good selection of new & used handguns and long guns. Sales attitude can vary with time of day!! Prices are.........um..OK, I guess.
Diamondback Guns, on Kolb at Broadway. Decent selection of new guns, fair amount of used handguns. Good sales attitudes. **ALL SALES ARE FINAL** which means, say you buy a used P220 with a cracked magazine, well let's just say -- you bought it.
Keep in mind that it's a sellers market, so prices can be high.
Also try the Internet used gun sites classified section..... Firing Line? Glocktalk and Sig forums for Arizona individuals wishing to sell firearms.