First, don't listen to people who tell you that THEY will have you charged with anything. All they can do is file a police report, which then gets forwarded to the state attorney's office, and THEY decide if charges will be brought or not. Most stalking statutes specifically address actions with legitimate purpose - and trying to serve notice of a legal proceeding counts. Not to mention that Arizona's statute specifically spells out that it's only stalking if the actions cause "reasonable fear" for their safety. So that doesn't fly here either as long as your communications don't involve threats.
You can read the whole statute at:
http://www.aardvarc.org/stalking/states/azst.shtml
Second, courts aren't likely to look kindly on folks who file police reports for harassment in these situations - you have a legitimate reason for attempting to contact this person in that there are court-related papers pending for service.
Third, if you really wanted to have some fun, you could contact either your city or county business licensing department and ask for information on this business. Locations and other information are public record and should be available to you. However, you shouldn't be surprised to find that a business license probably doesn't exist - and while YOU can't do much about that, government jurisdictions don't exactly like it when businesses are operating in their playground without playing by the rules.
Finally, you might try sending a registered letter to the last known address and asking for address correction. If they sign for it, you've confirmed it's a good address. If it's getting forwarded to some new location, you might get some clues.
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While pointers can be helpful, ultimately the number one lesson in any legal action is: don't take legal advice from books, family, friends, co-workers, police officers, grocery clerks, web sites, or people on legal message boards. The only person who can give YOU legal advice is YOUR attorney.
http://www.aardvarc.org