I was recently being adventurous with Persian food, and discovered that my usual store did not carry everything I needed. I ventured over to Scottsdale and had a great time perusing all the exotic choices at the Saffron Market. Yes, if you need saffron, you will find it here. And more. This is an authentic Persian store. Everyone ( but me) was Persian. The service was wonderful, and everyone was extremely friendly. I suggest saffron ice cream with pistachios. I also suggest trying some of the baked goods. They have a great selection of cookies that will make you go back again and again.
If you are boring, and just need rice, they have that too. The best thing though, is to find a few recipes you want to make, and go here to get the spices. You will not be disappointed.