What are you looking for?
Here are a couple options -
My Gal Sal Bakery & Catering (She has a storefront and her stuff is great. She does specialize in allergy free stuff as well - GF/DF/Vegan/Paleo/etc, but also carries "regular" goods).
The Bakery Phoenix
Also check out The Uptown Farmers' Market (Wednesday and Saturday).
I'd tell you to come check us out at From Scratch, but we are no longer selling at the Farmers' Market.