Well since you've spent time in FL no need to talk about that. We've never spent a whole winter in AZ, but spent many vacations there. The biggest difference for me is my joints feel better, and things don't rot away like they do in FL.
What we didn't like about AZ is the feeling that it's the Elephant graveyard. Also, we're water people and the "when the hills turn pink it's time to drink" lifestyle wasn't enough for us.
FWIW, if you like salt water fishing (and cheaper prices then FL) there is a lot of shoreline miles on the Gulf of Mexico to explore if you're a mobile RV'er.