Welcome to AZ.
I'm guessing you are planning to stay in the PHX area for the spring training. Tucson has a couple of teams as well and its only a 2 1/2 hour drive away.
I spent 5 days & nights looking at property in Prescott this year.
Prescott has some excellent REO/bank owned values.
Prescott Valley has similiar weather and the home values are 1/3 of Prescott.
I focused on Prescott.
Go on CraigsList and get a daily listing of current for sale, REO, bank owned, pre froclosure....properties from many RE agents.
Prescott has a forum similiar to Pelican:
Prescott Forum - Relocation, Moving, Local City Discussions - City-Data Forum
I like the historic Hassayampa Inn. Get the Romance package. The room and meals are a great deal. Location is nice if you want a drink on Wiskey Row. Bird Cage is interesting. Many to choose from. Prescott Brewery Company has decent food and many micro brews.
Phoenix and surrounding area, too much to list and enjoy the games.