H.M.
I would highly recommend two agencies depending on what type of adoption you are considering.
I personally have two adopted children from Korea through Dillon Southwest (www.dillonsouthwest.org), a local agency based in Scottsdale. They made the process incredibly easy and a very enjoyable experience. Plus, we didn't have a long wait (it was about 7 months from when we went to our first meeting to when our children came home).
I'd be happy to talk to you more about my experience if you'd like sometime.
I also have heard incredible things about Christian Family Care Agency - also a local agency - in Phoenix (www.cfcare.org). They deal primarily with domestic adoptions I think.