In AZ, you can get a very nice home in the $400-$600k price range. Prices are considerably lower than CA.
The foothill area north of Phoenix/Scottsdale is nice... away from heavy traffic but still close enough to town for conveniences. Some subdivisions, and some large acreage. Also the foothills east of Mesa is a rapidly growing area.
Tucson has some lovely foothills with great views, also.
There are also several small communities that are more rural. Prescott is nice, but the elevation is about 5k.
Try to spend some time in each area to get a feel for the lifestyle. I've lived in either Phoenix, Scottsdale or Tucson most of my life, and each area is distinctly different.
Give us some ideas about your lifestyle, likes, dislikes, cultural interests, eating out preferences, shopping, do you play golf, raise horses, etc.....