i've lived in phoenix & tucson and have visited most of the state. i think you should travel all around AZ and find a town you like. phoenix area is too urban for me. tucson has more of an old west flavor but has a lot of borderline ghetto areas. the nicest parts of the tucson area are outside city limits- in the foothills and Oro Valley and Oracle. Prescott, Payson, Show Low, Flagstaff, Sierra Vista, Sedona, & Safford appeal to different tastes. there are few places in AZ that i wouldn't live, i think the whole state is awesome.
try getting a 6month lease in an apartment in phoenix or tucson, scope out the state and settle somewhere. happy trails!!