Last winter was our first in AZ and we're headed back to the same spot again this winter, Nov-Mar. We stay at the Resort RV Park in Mesa and found it to be very nice with a variety of activities available. Here's their web site:
http://resortrvpark.com/index.html
There are boat loads of spots in and around Phoenix and Tucson, so I'm sure you won't have any problem. Many others on the Forum have spent time there and will, I'm sure, be willing to share their experiences.
Hope to see you in AZ!