My gut instinct is to jump up and run to Arizona....then, my inner logical self says....take a breath. Check out your prospective new home...at its best and worst. Go visit during the winter and see what it's like, then at its peak during the hot, hot summer. Some people end up hating the heat as much as you do the snowy winters. Sometimes the grass isn't really greener, just a change. But change can be wonderful!!!
So, I say Go For it, but at a slower pace and with as much info on your new environment as you can muster. Good Luck.
Wish we could move but I'm a dreamer...probably will never move again. But then again, who knows what the future hold!!!!!!!!!!!!