Do you typically send your gear into the manufacturer to get cleaned or do you go somewhere local???

Calumet Photographic now offers a camera cleaning service.... But there's no location in Arizona. I wouldn't go to a small shop, you gotta find a big place, I'd trust my equipment with them more. If you have time, send it straight to Canon/Nikon and they can do it.

Canon or Nikon?

Many people do their own sensor cleaning. Thom Hogan has a good page about it here - it's Nikon based, but the process is the roughly the same for all DSLRs.

If it is Canon, they will clean it for free at the service center.

The last time I had my sensors cleaned I took my bodies to Pro Camera Service in Thousand Oaks, California. They did a fine job.