You might want to look into the Jumping Chollas Agility Club; they are a nice group of people, and use overall good training methods for basenjis. I can't think of anyone off hand training their basenji for agility in Phoenix, but a couple of us from Tucson show up and run our dogs at the JCAC trials.
The Phoenix Field and Obedience Club does a great job putting on obedience trials, and they do offer training classes. I can't verify the training methods used, so you would have to check and see if they are agreeable to you and how you want to acheive your goals with your basenji. There are a lot of nice people in that club as well, so just getting to know some of them can lead you to training classes or instructors with whom you should be comfortable. Again, I don't know of anyone in Phoenix actively showing basenjis in obedience right now, but we Tucsonans show up and show off our kids in Rally and regular Obedience.
Good luck with your furkid!