Couple places here in Phoenix:

-OHSO has a great local beer selection, about half of which are brewed in house. There's a new location in T2 (UA, AS) at PHX, but I think the full restaurant in Arcadia (about a 10-15 minute drive north of PHX) is much better if you have the time.

-Arizona Wilderness Brewing Company in Gilbert also has a selection of great beers brewed in house.