Near the University of Arizona in downtown Tucson there is a great little place called the Postal History Foundation. It is a pair of two buildings - one that houses a mini postal museum & post office and another that is a library with stamps and other mail related things. To learn more about the place you can watch the video below.
The best part about this place though, in my opinion... There are no lines and they have all the stamps that are currently issued!
It's a neat little place to check out if you live in the area... and if you don't, well... It's just another reason to come to Tucson!