Yeah, it's not too bad, depending on where ya live. North and Central Phoenix are pretty nice, and pretty affordable. The south side is pretty slummy, in my experience. Scottsdale is "upscale" and pretty pricey on just about everything. Paradise Valley is sort of like Scottsdale, but not so expensive. Phoenix is a College town, and so is Tempe (moreso Tempe because of ASU), so there's just about always something to see/do.
Some areas are difficult to navigate if you don't speak Spanish, but not too many. There's plenty of gambling (especially on the Indian reservations) and cultural things. I avail myself of the museums and concert halls when I can afford it (not very often).
The MCCD, the maricopa community college district, has some excellent performing arts programs as well-and they're usually free or cheap.
I live in North Phoenix, so you may have the good fortune and honor of meeting me live and in person. I will autograph your various body parts if you so desire.
If you have any specific questions about AZ, just PM me.
P.S. it's kind of hard to find hardcore libertarian types, but they're here if you look. Unfortunately, the GOPers tend to dominate the media, so ya have to find alternate sources, like the bars, taverns, restaurants, etc.