Just moved from arizona a couple months ago. In the East Valley, you have a couple choices other than the 24 hour fitness and LA fitness. I like the lifetime fitness for something still commercial, but the price tag is a little high, but with that you get an awesome selection of equipment and facilities. I know a new metroflex gym opened up recently: 8551 East Anderson Drive Scottsdale, AZ 85255. That place looks awesome and even though its in scottsdale,with the freeway system, it shouldn't take long to get over there.
I used to travel 60 miles over to peoria to get to my gym. There's also gorillas gym in phoenix (3102 W Thomas Rd Ste 902), I know for a fact you can lift heavy, and use chalk there. They got a lot of good powerlifters, competing bodybuilders and fitness competitors last I heard. So if I had to choose, I would look into metroflex or gorillas gym for a gym with good selection of equipment and good atmosphere.