I really like AJ's. From the beautiful produce, to the sushi guy making fresh sushi surrounded by import beers and stinky cheese this is what grocery shopping for the lazy foodie is all about. Sure, you could find all of these items by visiting several specialty stores, but AJ's makes it too easy to find all of the things you need to spoil yourself under one roof.
If you go around dinner time hoping to get some of their great prepared foods, you will have to be patient as the line is usually 10-15 people deep, but does move pretty quickly with the 'take-a-number' system. They also have a salad and soup bar but that can also become pretty picked over during the dinner rush.
They have a large wine and beer selection, but it is more expensive than what you could get elsewhere. Again, it is convenient if you are putting together a meal and don't want to be running all over the place. They have helpful folks in the wine department as well.
This place ranks a star just for the fact that it has covered parking, which in AZ in the summer is truly something to covet.