Whole Foods in Tempe has such a great atmosphere, wonderful employees and great great great food. The cheese selection is the best in the valley and they will cut most of the cheeses to any size/price you like. So you can try really fancy goat cheeses without breaking the bank. The veggie section is HUGE and they have stuff you use every day, and stuff you have never seen before (ever had a star fruit? i hadn't either!) Their wine selection is great and the prepared foods is super delicious too!
I shop here a few times a week and I always come away happy :)