Stopped by here to grab some hotel room food supplies to avoid paying $6.50 for a bottle of water. I found the covered parking spots to be a cute touch that I'm sure the moneyed set (saw a few Bentleys in the parking lot) appreciates.
Inside, the store has a small footprint and dim lighting (which I thought was much better than the standard bright supermarket lights), and had a nice selection of gourmet food. Coming from San Francisco, I can appreciate a grocery store with a good wine section, and AJ's certainly delivered. They even have a little wine tasting area. If you're traveling to Phoenix and staying in the Scottsdale area, definitely worth checking out for some snacks and the novelty factor (especially if the company is paying for it... can be a bit $$).