I suggest picking a location and going from there. Az has a TON of parks. However, many of them fill up with snowbirds during the winter, and many of them are 55+. Yuma has a bunch of cheap places, and it is close to the Mexico border. Phoenix is big city crowded, but has Scottsdale right there, and that is a good thing :) Have not stayed in the Tucson area.
Hang out in Quartszite for January with the NuRVers! No hookups (there are campgrounds available), but it is $40 for 14 days, and your neighbors will be nothing short of AWESOME :)
--kev