My sister and I visited Tocasierra Spa while on vacation in Phoenix (we were staying at the Pointe Hilton Squaw Peak, which this spa is a part of). We scored facial and pedicure appointments with little notice, and were very impressed with the spa facility and the staff. I still contact this spa (from North Carolina!) to mail-order their sugar butter body scrub and lotion -- it is the BEST!
If you are in Phoenix and need spa services or just a manicure/pedicure, I recommend calling Tocasierra. At the time we were in Arizona, we read that Tocasierra was rated one of the top ten spas in the state so you may be better off getting an appointment instead of hoping for walk-in luck. We probably got lucky with our appointments because we were staying at the hotel.