Revolver Records is my favorite music shop in Phoenix. I have never left empty handed. The vinyl selection is nice. Mostly used but there's a decent selection of new vinyl as well. The new arrivals bin always has something in to worth taking home. You'll also find a good selection of used cd's and dvd's.
I don't always find a lot of what I'm looking for but most of the stock is generated from locals selling off their collection so it does reflect local music tastes.
Revolver is a good place to check if you're on the market for a turntable, receivers or speakers too.
They even have a small used book shelf that usually has some good stuff. I walked away with a book about Robert Williams paintings on one of my last visits.
Revolver Records is a great local shop. If you like buying vinyl or just checking out the local joints make sure you drop by here sometime.