I'm actually debating with my wife if we want to move into AZ, currently we live in Michigan and both hate the snow. We are going to be in the Phoenix area in May on vacation and also to look at places.
I moved there thinking the same thing. I wasn't married at the time but hated the long Michigan winters and beat up roadways. Went there in April, 3 months before I made my decision to leave Detroit. Well, my April visit was great; perfect weather, low humidity, great job opportunity.
But then I arrived in July! And holy cow...quite the weather change. 4-5 solid months of around-the-clock, oppressive heat. Unable to park "uncovered" during daylight hours. Cement that could fry an egg at midnight in August. My body got used to it somewhat, but you can never do anything outside between 9am and 7pm. Outside activities are limited to early morning and late evening. IE, your day: A/C home to A/C car to A/C work to A/C car back to A/C home. Jump in pool. Fall asleep. Rinse and repeat. And dont' get me started on the municipality water supply.
The winter was nice though...but did not outweigh the long, tortureous summer days.
Here in Michigan, I love the snow but hate our wet, cold transitional seasons. Lived in Denver for about 6 months. Snow storms are disruptive for maybe 1-2 days at most; snow melts (high elevation)...next week is 50 degrees and sunny. This is only 1 of 2 other areas of the country I would ever consider relocating to as cost of living comparables are relatively similar between origin and destination markets.