I only have one experience in Arizona. I've been to and have driven through 32 of the states, almost all of them more than once. Arizona is one I haven't driven through or been to before.
Was on a flight from Curacau to Calgary via Miami and Phoenix. Miami? No problem. I'm used to high humidity and nice warm temps. Got off the plane in Phoenix, and when I stepped out of the terminal, it was like I walked into hell. I'm pretty sure it was 120F in the shade, 0% humidity, and a slight breeze. When I say breeze, I mean a brick wall of hell that totally overwhelms and encapsulates you. Lost my breath immediately, and felt like I was going to pass out.
I've traveled extensively, and have even lived in dry, arid environments for good stretches. I'll never forget that day though. Any time someone mentions Phoenix, AZ, the anxiety of that wall of hell comes flooding back