Arizona is BIG on pickleball. We play every morning. :) and we don't have a $200 paddle:E - more like $75
For winter you want to be looking at the greater Phoenix area, Tucson (the Voyager RV Park), Casa Grande (can be windy with blowing dust) and Yuma. We like the Tucson area and live south of there now.
Check out this site:
Places to play Pickleball You can use this site for every state. It's becoming bigger than tennis now and is even being taught in elementary school. It can be a very fast competitive game - good exercise.