Woodworkers Source
I suggest Woodworkers Source at 18115 N. Black Canyon Hwy in Phoenix [Local Phone: 602-504-1931]; they also have a store in Tempe, within your 50 mile radius - the Tempe store may be closer to Scottsdale (I haven't been to this store). I have also been to their store in Tucson when I was doing botanical research in southern Arizona. Helpful and friendly folks in both places.
The Woodworkers Source website can be found
HERE
Whenever I visited Phoenix in the past, I made it a point to visit Woodworkers Source. Before the airlines were charging for checked baggage, I would purchase lumber from them, and they would cut and package it into 'checkable' bundles for me (gratis!) and the wood accompanied me on my flight home to be picked-up at the luggage carousel with my bag - I had to pay tax at the store, but no shipping costs - so it was a 'deal' for me. Those days are now gone.
Regardless, they have a good lumber selection (turning stock too), as well as a good general woodworking store: tools, supplies, etc. You may want to focus on local woods they carry that can't be found easily elsewhere.... for example, I got some excellent mesquite from them about 15 years ago.
There may be other local sources of turning stock, but I've had good luck with Woodworkers Source.
Hope this helps,
Rob Wallace