I used to spend quite a bit of time in the Phoenix area. Between marriages, I met an RN in Phoenix and we dated for a few years. She's still there, & we're friends, though we both moved on and I'm married to someone else. Just friends, I swear!
Anyhow, I really enjoyed the whole area, it's so easy to get to other great places from there too. Back then I could fly from Austin TX round-trip to/from PHX for like $75 on Southwest or America West. They were constantly having fare wars.
In more recent years, I've made a number of work-related trips to Tucson. That's a cool area too, obviously smaller than Phoenix but with lots to do in easy driving distance as well.
I doubt I'll retire out there, due to my kids all living back in the southern US, and our families (mine & DW's) in Texas & North Carolina. However, there's no doubt we'll be doing the snowbird thing from time to time. I really do like the southwest, especially AZ, and my wife does too. I brought her out on one of my business trips to Tucson last year and she loved it. So...we'll be back.