My suggestion is to do some research - and talk to several people who have been here. When I moved down and bought my house I made the mistake of not talking to different groups of friends. I bought my house out in Surprise. Nice place, nice house - just "way out west" and with limited road access at times it takes up to 45 minutes just to go the 8 miles to the freeway. Very frustrating!
Check out Peoria, Glendale and north Phoenix - and if you have the $$, Carefree and Scottsdale. It'll come down to finances and personal preference.
A good web site to check the price of housing:
http://www.azcentral.com/class/realestate.html
You can search new home builders, and existing homes for sale. If I remember correctly there is a link to community reports on schools, crime, tax rates, etc.