I grew up in Paradise Valley, which is a suburb of Phoenix AZ. I was introduced to thrifting by a guy that I used to hang out with quite a bit.
Thrift shopping in Phoenix is pretty great. The climate is really dry so there isn't the mold or mildew problems with older items that they have in thrift store's in the south. I was born in Birmingham AL and my dad still lives there. I visit him and have done some thrifting there too. Besides having very dry air Phoenix also has the advantage of having millions of retired people living there. They donate tons of things every year, like they do in South Florida. (I read that in Good Buddy's post.)
Outside of Phoenix there's many suburban thrifting opportunities. I can't wait to see the directory when they finish Arizona, hint hint.
Tuscon, Yuma, Flagstaff, Sedona, and Cottonwood, also have good thrift stores.
I've shopped in all the cities above and more. We Arizona thrifters have it nice here. Come visit and thrift.