This state is amazingly diverse. Here in the south three major regional bioms come together cross breeding everything that they are. The sky islands and the elevation changes produce diversity and generally all year warm weather. The sea is just a few hours away. Then, not far up north the Mogollon Rim with the red rock and riparian flows from the mountains and then the alpine areas. Then there are many lakes. Dozens of different climates to choose from and go where the weather suits my lack of clothes.
It isn't as warm, but Utah has much more Alpine to trek in and the southern part of that state has some of the most fascinating geological structures in the world, with water.
New Mexico is not to snivel at for free ranging wide open spaces, less populated.
Both of those states are but a days drive, or less, from Baja Arizona.
I don't want to attract others to Arizona and ruin it quicker than is being done, just more naturists.
Jbee