We always stayed near the Superstition Mtns in the Apache Junction area. Phoenix area is loaded down with high dollar camping if you are just looking for fancy campgrounds... That wasn't our cup of tea so to speak...
We always liked to head north in the AZ high country but during the winter months this could be a problem. It snows in pretty big time up there at times.
For us all the great places and things to do was centered around FLAGSTAFF or SEDONA areas as base camps. Then go visit all of the great places within the 100 mile circle from there. We did make a mistake one year staying in FLAGSTAFF near the East West Railroad that goes thru the town. There is a LOUD train about every five minutes it seems being the major EAST WEST railroad.
After that we then stayed out on 89 North where it was a bit more quiet...
Roy Ken