Because you're in Arizona, it might pay to take residency in Nevada and live in AZ part time. (Assuming you are making a lot of taxable money.)
When I was rolling in huge tax bills, I could have bought a condo in Las Vegas and have had the tax savings buy it (NV State Tax = 0%)-- essentially, getting a condo for free. I went as far as putting a few offers on some places, but then I ended up selling my business and it was no longer necessary.
I think there are some folks here (won't name 'em) who are doing this do avoid California state tax -- they live in CA part time, Nevada is residence.
As @ZCP said, plan for it at the beginning of the year. The best strategies to lower your tax burden require exactly that, solid planning and execution a year ahead of time. Just so far this year I've saved more in taxes than my take home was last year by doing exactly that.