Sorry this may be too late to help.... We live in AZ (Phoenix area), and I can see why coming here during the winter would be a great escape for some. I know, not firsthand but from driving by them, the large RV lots you spoke of. Different strokes for different folks, but they aren't my speed. Doesn't sound like yours either if you frequent national and state parks generally. What I would recommend is "dispersed camping" on fire roads. There are some (minimal) stipulations (e.g. you have to be 1/4 mile from any trailheads, etc...). Great way to go. FREE way to go.
And as you may well know, parts of AZ do have relatively intense winters, so be mindful of that.