I don't think you will have to worry much in Arizona. I would be surprised if they even sell winter (#1 or even 50/50 #1 #2 blend) in Arizona except for maybe in or around Flagstaff. With that being said I would carry some additive in the coach just incase a freak cold spell. I would not fill your diesel tank full of #1 just to be safe. I think it's a waste of money (costs more) and produces less energy resulting in a loss of MPG. Get the additive and only put in the tank if you're going to be in an area with sustained temps below 30 degrees or so.
http://en.wikipedia.org/wiki/Winter_diesel_fuel