Arizona has been good to me.
(From Southern IL) Moved to Tucson in 1989 out of college; then to Phoenix area in 1990.
Have my CCW and in the middle of my 1st renewal. Don't have to - but allows me to a little more liberty than if I don't. #1 value is purchasing firearms - as I don't have to wait for a background check to come back. Additionally, if I do end up in court for self-defense, I think having it sends a positive message to the judge, etc.
As far as 2A and state gun laws - if the Feds allow it, I can do it in AZ. No worries currently regarding state firearms restrictions. Phoenix area has some great shooting facilities - I.e. Ben Avery, etc. - and there is always the desert option.
As far as retirement (as a career educator) - the AZ State Retirement System (pension) system will treat me right in a couple years. I may live better retired than I did all my working life......but that is also with some good decisions over the years as well.
Owned our home in Tempe for the last 20 years - even if the bottom falls out of the real estate market, I'll be in pretty good shape.
Great outdoors/hiking options; ancient ruins; fascinating state history, etc.
Heat, scorpions, and snakes, sure! - but, no hurricanes, tornadoes, earthquakes, or alligators.