Athleta is owned by Gap and sells women's athletic apparel similar to lululemon and Lucy. I've been getting their catalog for ages so I was happy to finally stop in today. This is the only Athleta store in Arizona, located in Kierland Commons (across the street from Scottsdale Quarter).
Price-wise, it's on par with Lucy--and coincidentally, there is a Lucy store about a 20-second walk away in the same complex. I was able to find a couple of pairs of yoga pants on sale -- the sale section is a bit hidden away in the fitting room area, so make sure you don't miss it.