I was looking too for training in Phoenix. Found an instructor at Westin Kierland who wanted $85 for a session so I decided to get certified instead. I did that last month and have been using my TRX with the assistance of my conditioning coach at the LAB.
Are you certified on the TRX or just interested in training on it?
I think the Village Club at DC Ranch is going to offer TRX training. It is one of the few clubs I don't belong to and probably the most expensive in the valley.
I would love to attend a course too but Phoenix isn't on the cutting edge when it comes to fitness.
Let me know if you find anything.