Just spent 3 weeks in and around the Phoenix area. Seems like plenty of work to be had, though, I have no idea of pay rates compared to other areas. Lots of BLM areas to off road, hike and shoot. The BLM shooting areas up around Lake Pleasant are a fucking disaster area giving all shooters a very, very bad name!!
Shame on those who caused such a horrid mess!!
There are plenty of other areas to shoot, though.
Depending on your means, it is a fairly expensive area to live it seems and rules will vary from county island areas (horses OK) to city areas (no horses).
Traffic sucks, but that is true of every major city. The aged snowbirds and retirees driving golf carts up and down the streets - not paying any attention to their surroundings and cutting cars and other golf carts off constantly is something to behold!
Gas prices are much higher than CO and you WILL KNOW when you are in the bad part of town as the gas price will be much lower.
Get away from the city and North, East and West (I didn't go South) are awesome mountain ranges and National Forests. Beautiful area, at least in winter, have no desire to experience the 116* "dry heat", lol.
EDIT: Lots of smog and everything mentioned in the above posts + Lots Commiefornians moving in and doing what commies do best.
You may be well off to just spark up a doobie and go with the flow of CO, man?