If you have to travel to Phoenix (Yay!) then chances are you have to travel through Sky Harbor (Boo!). There's also a decent chance you'll consider traveling on Southwest (Boo!) but as airlines (Boo!) in Sky Harbor (Boo!) go, you can do worse than Southwest.
I'm not a huge fan of Southwest, although I'll give credit where credit is due, and that bags fly free thing is genius. Combine one of my least favorite carriers with what is probably my least favorite airport and you've got a recipe for disaster, but somehow it works out in Southwest's benefit. The gates are just as hard to reach for SWest as other carriers, and you're not banished to the edge of the universe for check-in or for baggage claim. They've got a decent presence here, so you may actually find a human who can help should you have a problem.
Yes, they may leave you stranded on the runway for a while in 100 degree plus weather (check) or force you to dash across the airport with late arriving flights (check) but every once in a while it's a painless operation.