AZ has some top Yorkie breeders and you should not have to go out of state to find a quality puppy.
My suggestion would be to go to the AKC dog show that is held in Tucson and/or Phoenix where you can meet some of the breeders or a IABCA show held also. I know a Yorkie breeder from Tucson just joined YT but I can't remember her screen name. There are also a couple in Phoenix.
Here is the link to the YTCA breeder section:
Yorkshire Terrier Club of America