The difference with LYS here compared to up north is that we have more light and novelty yarns, since we rarely wear winter garments - or for a very short period anyway.
Phoenix is a big city, knowing the area they plan to visit would help alot on picking a LYS. While I never been there, I know some knitters that rave about Hobby Lobby.
The SWTC is local (about one block from where I work!) however they are not open to the public
I hope they are prepared for warm weather!! :D Sunglasses and sunscreen are a must!