Well, I lived in Phoenix for two years, but Tucson seemed pretty similiar. So here it goes...
It's hot, but much more comfortable than a humid climate. I mean once you get in the shade or AC you cool off. Not like NJ\NYC where you still feel sticky even in the AC. But watch when getting into your car. Buy a sunshade for your windshiled if you move there. Leave nothing in you car. Everything melts. Gatorade bottles deform. Cell phone LCD screens go out - ask me how I know. We used to leave cans of soup, pasta etc in the car when we were in classes. We would come out around 5-6pm, pour the stuff in a bowl and eat it. It's that hot.
The nice new places to live are pretty, but boring. Kind of feels like you are at a beach resort, without the beach, but there are plenty of pools. I don't know if there are some older nice neighborhoods, ie comparable to Scottsdale in Phoenix. They would be the place to live IMHO. They give you the desert climate but some older larger trees and grass. The newer developments most likely have gravel in place of lawns.
The people are nice, probably not more than 30-40% are from AZ orginally.
I loved the fact that there is so little rain! No rain dates for car shows. Dress the same everyday - shorts and a T-shirt. Could grill everday. Grilled steaks for Christmas one year. Never had to carry and umbrella. Could wash the car every day if you wanted to.
Living in Phoenix you also could get to the cooler climate (flagstaff) pretty quickly. So on summer weekends you could drive there to cool off. Also Prescott was a nice windy drive from Phoenix as well. I think there are some higher elevations near Tucson as well. Plus you can get to the beaches (Rocky Point - Puerto Penasco) in Mexico pretty quickly.
The girls are always scantilly clad. It's hot ya' know? Additionally the women are very attractive. I've HEARD
that the strip clubs in Phoenix\Tucson are pretty good.
You will miss the trees, etc. I really missed the changing of the seasons.
Being from NJ\NYC I also missed the variety of food. I mean you could get pizza\chinese\whatever food there, but it was not too good. And there are very few dunkin donuts or all night diners. But you do have cracker barrels!
I moved back to NJ due to family\job issues but plan to live in Phoenix again someday.