There are lots of RV parks in AZ, depending upon your age, budget and activities desired. You can also boondock for days on end at some locations. It all depends upon what you want to do and your budget. You can also move around your first year and see where you would like to be, then settle in next year.
But AZ can have snow, too! We were down near the Mexican border one year and woke to an inch of snow on the orange tree outside our rig.
Good luck in your travels!
Colorado '15 Winnebago Forza 34T w/MKZ hybrid toad