Actually, my AZ recommendation would be Tucson, not Phoenix. It's much easier to escape into the mountains or the desert: 30 or 45 minutes of driving to the trailhead, instead of 60 minutes just to get out of the suburbs. The city itself is older and much more politically diverse, but it still has that Arizona wild west feel going on under the hood. You can hang out at hip coffee shops and protest AZ's immigration policy, or you can take your 4WD out into the wilderness and shoot cans. In the same afternoon, if you like.
And there's lots of horse property 30 minutes from downtown, and yeah, AZ is more tolerant of snakes. If it doesn't rattle, it's probably okay.
And the Sonoran desert is so ALIVE. And you're really in it in Tucson. It's a surprisingly different feeling from the Colorado desert. I don't get that feeling much in Phoenix, it's too built up, too much down in the river valley and the farmland.