There is a LOT that goes into the lack of support for the Coyotes...
IMO, when they moved to Phoenix, they had Roenick, Kachuck, Havibooooolin, (I know I butched the spelling of their names, but you get the point), they had STARS... I remember going to the "white out" when I was like 15 with my dad, it was seriously one of the funnest times I have EVER had going to a live sporting event...
Now, I couldn't name more than 1 or 2 coyotes not named Shane Doan. They don't have actual star power, and are extremly medicore... They have not been an exciting team either to boot, which hurts them as well.
They also aren't doing deals like they use to... As an ASU student my Freshman and sophmore year, the Coyotes had a deal that the day of the game, an ASU student could purchase ANY availble lower bowl seat for 25.00. I sat on the glass A LOT that year, something I prolly would not ever get to do normally, they discontinued it, and lost a lot of support that way as well...
I DO NOT believe that location is a major factor in this, the fact is they haven't been here long enough, or won enough to develop a solid fan base... That being said I don't believe they will be leaving any time soon, due to the stadium, and contract with the city...
And mark my words, once the Coyotes turn the corner, and start winning, I will bet anything, the fans will come, hockey is too much fun live for them not to...