I am a California native and have lived here in AZ for the past 7 years. It took some getting used to but we now love it. I always laugh that California closed it's doors to us and we could never afford to live there again. San Francisco is one of the most beautiful cities and I would love to live there if we were millionaires! Housing here is so affordable and with all the extra money you save you can vacation often in Ca. We go back home whenever we get the chance.
I live south of Tucson but would move to Scottsdale if given the chance. I love it there. So much to do! Good luck with your decision!