Hi. I live in Tucson, about 100 miles south of Phoenix, but spend time in Phoenix (working part-time). I've lived here for 6 years now. I find I cannot tolerate the heat - it often starts going over 100 degrees in April and doesn't stop until October. Phoenix runs up to 10 degrees hotter than Tucson, often in the 110+ range in the summer. Overnight lows as high as 100 degrees!
Allergies are pretty bad... I know there's a mythos that you should come to the desert to avoid allergies. Might work if you are only allergic to grasses and molds. But when the acacia trees (Palo Verdes, mesquites) are blooming, then it's allergy city! And the winds and dust make it worse.
I'm originally from the San Francisco Bay Area. That climate is much better for me!
Just my opinion/experience.