This actually is a complicated legal question, but the easy way to answer it is--file where the seller is, and no one would question it. Of course, this presents a problem for you--you might have to go there if they ask for your deposition, and you will have to BE here for the entire duration of the upcoming trial. But this is the "better safe than sorry" way of filing--the seller can't possibly object to you suing it in its own back yard.
Of course, you have to find a lawyer there, and here's where www.naca.net might come handy. Check out the members of the National Association of Consumer Advocates listed there, chances are, you will find someone near where the seller is.
Mr. Feafanov is correct as usual. The only thing I'd add is simply that different laws may offer different options, not to mention facts, so, all of your information needs to be evaluated by an atty for the "right" answer. Try Hyung Choi in your area. He's top notch.
The Courts continue to be confronted with jurisdictional issues especially in the advent of the computer. In cases of e-commerce, the courts have been known to apply a sliding scale method which is similar to the minimum contacts standard (Crummey v. Morgan, 965 So.2d 497 (La. App. 1 Cir. 2007). Here, the facts surrounding your transaction will further assist an attorney in determining the best course of action. However, you will want to meet with an attorney as soon as possible since lemon law matters, at least in the state of Arizona, are time sensitive.
DISCLAIMER: This communication is not legal advice, nor does it create an attorney-client relationship, Persons are encouraged to meet with an attorney in their state as each state's laws vary.
Licensed to practice in the State of Arizona, only.