Heck no! Go for it! I live in PA and the winters suck! I can't handle the gray days, the cost of heating oil, just being housebound for weeks at a time. Their are no jobs here and it doesn't look to promising any time soon.
Dh and I have decided to move to Fl. Youngest son graduates in June and leaves for the Marines in September. Oldest son is married and has a baby, whom I love dearly, but they have no intetions of moving for a few years. Her family is here. Middle son is in the Marines and stationed in NC.
My dh is an over the road truck driver so we don't see too much of each other. We want to change that. We want to go to a place that suits our needs now. I have a funny feeling that my kids will follow. Even if they don't, we have to do what is best for us, and the Florida move is it.
Go for it! Why stay someplace you don't like? It sounds like you have a good plan going, financially planning, and I am sure you could find a job in AZ. Good luck!