I've not lived there, but I have family there. I enjoy Arizona, but not in the summer. Too hot for me! After awhile, I do tire of the desert, and long for trees.
The area around Sedona is gorgeous. The desert colors, especially at sunset are breathtaking. The cost of living is a bit higher there. I've not been to Phoenix, but Tucson was nice.
Of course there's the big tourist sites, such as The Grand Canyon, Monument Valley, Saguaro NP (cool looking cactus, looks like they're surrendering), and Canyon de Chelly. Each is like a visual oasis, a break from miles of flat sand.
Here's an overview.
It's not my first choice to put down roots, but I always enjoy my trips.