While I haven't tried many sushi places in downtown Phoenix, I don't think I need to keep looking. Harumi Sushi is pretty fantastic. The staff is always friendly - even for take out orders. Also, they have a cooler where you can just grab freshly-made rolls to-go.
The fish is fresh, and the rice is purple! I haven't seen this offered in any other place.
The prices are reasonable for what you get.
Tip: If you do dine in, get the OMG roll! The server brings it out in wrapped in tin foil. Once unwrapped, the roll is on fire! It's a pretty cool display, and everyone around is usually curiously peeping over too!
Anyway, it's a must-go!