You don't have to kill the phoenix, you "steal" a feather (this even gives thieving xp, like pickpocketing). The feathers do not stack, so a beast of burden might be useful. The nearest teleport spot is probably the fairy ring in the desert hunter area. I have not tried to collect these feathers in bulk, just one inventory at a time whenever I run out of super anti-fire pots, but I estimate you could easily get 300 feathers per hour (very conservative estimation).