Restaurants:

Phoenix: (metro area)
BLT Steak
FnB
Musical Instrument Museum
Pane Bianco
The Breadfruit
Urban Grocery and Wine Bar
Wigwam Resort

Tucson:
Blue Willow
Canyon Ranch
Hacienda del Sol
Harvest
La Cocina
Lodge on the Desert
Miraval
Primo
Wilko

Seasonally in Tucson:
Arizona Inn
Janos
Loews Ventana Resort

Stores:

Phoenix:
Urban Grocery and Wine Bar

Tucson:
17th Street Market
Time Market

Keep looking and asking your server just where they get their beef and chicken from.  Tell your servers about how much you love local producers and how you patronize restaurants that do the same!