Try Zia. I've been to the one in Tempe and Glendale and they're both pretty decent. Though they mostly specialize in dvds and cds they have an alright game section. If you can't find what you're looking for the guys at the counter would be willing to special order it for you.
The one in Glendale is on 19th ave and thunderbird (just past the I-17). It's in the same plaza as the Double Down Clothing Store and Asian Cafe.