I'm not an Arizona resident, but I visit my grandmother in Scottsdale often--at least every four months--and go to E&J's just as often. No trip is complete without a visit to this store.
Other reviews point out that selection here is hit-or-miss--that's definitely true. However, I find that that sort of thing happens with just about every store I've ever gone in, so I'm not docking any stars for that. Some days are clear winners: I have found great pairs of shoes that I love here--including Anne Klein boots, Charles by Charles David booties, and several pairs of Cole Haan slippers.
The only star I'm docking is for price (you can find a lot of pairs online for much, much less), and layout--everything is stacked in tall cardboard boxes, which isn't easy to navigate.
One tip: if you find a pair of shoes that you like, buy a lot while you can. The stock changes frequently, and you never know which styles are going to be restocked and which will disappear.