A lot depends on what you are looking for. I moved from Minnesota and have lived in Bisbee and Tucson and now Arivaca. Where I live is way off the beaten path, but it is a beautiful area with a wonderful community of people. There are the usual problems with drugs and illegals, but I almost never encounter any of that. I am surrounded by mountains and wilderness, yet I am only 45 minutes from Tucson. The weather is very nice. Since the beginning of July (when the rains started), highs temps are only in the 80s. January can get a little chilly at night (sometimes down in the 20s, usually in the 30s), but daytime highs are in the 60s.
Most of southeastern Arizona is as I described above. If you prefer more snow and pines, look at the Flagstaff area. Flagstaff and the surrounding area is incredibly beautiful. Sedona is only a half hour south and Phoenix is only 2.5 hours south.
So... are you looking for city life? Country life? Hot as hell? Lots of snow in the winter? Arizona has it all.
