Arizona weather is fantastic. We get, on average, 300 sunny days a year. Our Winter in Peoria, AZ is pretty warm.  On our coldest days, you might need a sweater or light jacket. At night it can get a little bit colder, but never enough for a "real" Winter coat.  Summers are hot, yes, but not for that long.  A couple of months of very hot weathr, in which most people stay in doors or at the pool.   If you live here year round, you can also take weekend trips up North to Flagstaff, Sedona, or Payson, which are much cooler and are a nice respite from the Valley heat.
 
I'm from the Boston area. I moved here 10 years ago and love it!  I love not having to scrape ice off my windshield and I definitely don't miss shoveling snow.  Overall, I'd much rather trade a hot Summer for a really long, cold Winter.
 
Weather here, most of the year, is great for hiking, mountain biking, golf, golf, oh ya, and golf.  When it's too hot for hiking and biking here in the Valley, you can drive 90 minutes North and find great hiking and biking in Flagstaff (aka Flag), Sedona, and Payson. I'm partial to Sedona, which I think is the most beautiful hiking in Arizona AND IT'S SO CLOSE!  In Winter, Flagstaff even has skiing for all you snow bunnies! I think we have the best of all worlds weatherwise here in Peoria, Arizona.