One thing to consider nightkingdoms is that Austin may have a bigger Yelp following than Arizona (depending where you are in AZ).
tropicz, we get a good amount of clients from Yelp and always have (we're in LA). The advertising aspect of Yelp is mainly a rip off, but it can help you stand out (especially if you don't have many ratings, or less than 4-5 stars).
We've been doing Yelp advertising with one of our business pages for the last ~8 months, partly because they agreed to let us keep up on older business listing with 70+ reviews (and 120+ "filtered" but "real" reviews, good ol' yelp). The difference in pageviews is NOT significant, therefore it's probably NOT worth the cost. Google Adwords are MUCH better IMO. Especially if you start tracking conversions with Adwords.