I think us Texans are a bit more friendly by and large as compared to other people. Anyhow, Arizona is the only other state in the southwest where I would live. Phoenix is a pretty nifty city but that is about it. Flagstaff is great for the weekend getaway, but I don't think I would live there myself. At least to me, Arizona seems so much more empty. Texas has a lot of wide open spaces, but at least you have large metropoliton areas spread throughout.
I found the weather in Arizona to be more comfortable than Texas (live in DFW) due to the humidity factor. The lack of trees, thoug, does bother me a bit.