I have traveled the US 49 and Canada including Alaska and used PPA parks for nearly ALL of my stays in RV parks (I prefer campgrounds). Keep in mind that if you use it twice a year it will MORE than pay for the membership. Yes you will find that in areas where most parks are booked solid, there will be black out periods but for those instances or places where this doesn't happen (most places) it's a great bargain. Just use your cell phone to call ahead before driving out of your way for a particular park.
Concerning your direct question, I can't speak of Arizona but In the RGV there are a fair number of PPA parks that offer spaces in winter months. Betting there are a fair number in Arizona also.