You said:
When? Since mid May 2009, you should send N-400 to the Pheonix lockbox (all national lock boxs are managed by NBC)
Where did you get your information? Here is information from USCIS website:
If you reside in Alabama, Arkansas, Connecticut, Delaware, District of Columbia, Florida, Georgia, Kentucky, Louisiana, Maine, Maryland, Massachusetts, Mississippi, New Hampshire, New Jersey, New Mexico, New York, North Carolina, Oklahoma, Pennsylvania, Rhode Island, South Carolina, Tennessee, Texas, Vermont, Virginia, West Virginia, Puerto Rico or the U.S. Virgin Islands, send your application to the USCIS Lockbox Facility at:
USCIS
P.O. Box 299026
Lewisville, TX 75029
For express/courier deliveries, use:
USCIS
Attn: N-400
2501 S State Hwy 121, Bldg. #4
Lewisville, TX 75067
AZ Lockbox is for other states except above.
Thanks.