If I was just starting out, Arizona would not be a choice. Being a border state, and having more than it's share of illegal immigration problems, Arizona suffers for those looking to raise a family.
Wages are comparatively low. Although some people would like you to think that the only jobs illegals do are the ones Americans wouldn't, the sad fact is they bring all wages down, even in professional fields.
Crime is a major problem in Tucson and Phoenix, almost 3 times the national average. Auto theft is one of the worst in the country. Gang and drug related violence is a daily occurence.
The education system ranks annually as amongst the worst in the nation as bi-lingual programs slow down the efforts to educate all the students, and the additional costs along with it rob the system. Low wages also keep better teachers away.
Housing is overpriced compared to wages. Here in Tucson, median income is around $40,000/yr while the median price of a house is slightly over $200K. The selling prices of the same model as our house in our subdivison has nearly doubled since we bought it 5 years ago. For the most part this is due to Californians either speculating in real estate, or retirees cashing in their houses and moving to Arizona. A recent Moody's Forecast though said the bubble has burst and they predicted a 13.4% drop in the price of houses in Tucson next year, one of the highest in the nation.
While all that paints a bleak outlook, I'm not looking to move. We live in a relatively nice area, so crime isn't that much of a problem. We also don't have any children, so the school system isn't a priority for us. If you come to visit, spring and fall are the best times.
