From my experience there are some nice bike stores in Prescott. If your looking for a road bike, skip Sedona and go to Flag. Several good stores there. Nothing against Sedona but the emphasis is Mt. biking. OR head south to the big smoggy city. Lots of places. I would let the store where you have the bike on order know your ready to go elsewhere if you can not get a confirmed delivery date.
The only other issue is service. Does your local LBS have any issues if they don't sell you the bike?