Buying Fresh Fish in Phoenix/Scottsdale
Probably not the answer you're looking for, but, some restaurants sell it. The last time I was at Fish Market, I noticed swordfish was going for $20/lb.
1720 E Camelback Rd
Foster's Seafood Grille
10510 N 90th St
A fairly new place that gets good reviews for purchasing fresh seafood from Alaska is:
Alaska Family Salmon
3154 East Camelback Road
Phoenix, AZ 85016
It is on the northwest corner of 32nd Street and Camelback, in the Safeway strip mall. It is a few doors down to the right of Safeway, next to Delux.
The place always seems to have customers and they have salmon, scallops, crab legs, etc.
Check the Asian markets - both the Ranch 99 on 44th and LeeLee's at Warner/Dobson in Chandler. I can't remember...someone will, though...if the Hispanic Ranch markets carry any fresh fish..I know the one in town has a nice selection, but no doubt frozen... (and you know, anything is going to be iced and iced well and thoroughly - how many miles are we from the ocean?)