The Phoenix Permaculture Guild does a bulk tree order in the winter, and you can get good prices that way. I got 2 grape vines and a female mulberry tree through them this year, and have been quite happy. One of the grape vines seems to have not taken, but the other one is doing great, and the mulberry has added four or five inches of new growth already. They also get in trees that are harder to find elsewhere.
I've also had very good luck with trees from A&P nursery, which is where I got my three peach trees. The two full sized trees gave us a lot of fruit in their second year, and this year are absolutely loaded with fruit. The dwarf peach bloomed, but didn't set fruit last year, but has set fruit this year, so I'm hopeful.
The only other nursery I've gotten trees from is Tropica Mango. They are a bit more expensive, but are a good source for exotics, and for varieties that are a bit harder to find. The orange tree I got from them last winter took awhile to get established, but has set a lot of fruit this year. The fig I got from them has been growing really quickly for a fig, and has more than doubled in size in a little less than three years. I'm hopeful that we'll get figs next year. I think that this was not a good year for figs, weather-wise, since a couple of the established trees in my neighborhood don't have much fruit on them.
I'm gonna check that website out, now I just need to find somewhere local that has a western schley pecan tree.