Go to Tucson. Lots of reasonably priced RV parks; state campgrounds in the mountains and out in the desert; boondocking opportunities everywhere. Prices are low for everything (including gas!).
It's a cosmopolitan city of over half a million people. LOTS of stuff going on. Great Mexican and Asian food. Concerts, plays, U of A athletic events. Great art galleries and bookstores. Lots of day trip possibilities, including Nogales, Mexico an hour away.
You'll see a lot of your fellow snowbirds there, though there aren't as many as there are in some of the utterly repulsive AZ destinations such as Yuma and Quartzite. Tucson is a great place to drop anchor and experience for a few weeks.