The Arizona Nut House is a fun place to visit if you're heading down to Tucson. They carry all sorts of nuts, most of them grown in the local area. Choose from jalapeno roasted, chocolate covered, praline coated or many, many other delicious varieties of your favorite nut. The prices are steep, but the nuts are fantastic.
They also sell Southwestern decor and Arizona souvenirs, along with sodas and ice cream. It's a nice rest stop if you're on the road, and worth stopping for.