I have dealt with a couple dozen or more dealers in the Phoenix area over the years. The negative experiences were probably long enough ago that they are not relevant now. I would advise a careful internet search for desirable models, then check the inventories of local dealerships. I found 4 specific vehicles that way in the last 8 or nine years. It saves a lot of shoe leather and avoids the high pressure sales pitch that gets you a vehicle you aren't particularly happy with.
Many dealers advertise in the auto trader: http://www.autotrader.com/
A good site for car reviews is: http://www.carsurvey.org/
In my experience the used car lots of new car dealers are likely to have the better choices. I personally avoid the "buy here, pay here" places.