Well I am from Ohio but parents recently relocated to Tucson... they are trying to get me to move out there so this thread is of particular interest to me.
I've been out to Arizona several times and it is very strange to me being an Ohio person. It started to grow on me after getting accustomed to it though. There really is no cut and dry answer but I'll list some pros and cons I feel of each place:
Ohio- has beautiful scenery, lots of rolling farmland, Cuyahoga National Valley etc However, it also has Cleveland which I consider a con
Arizona is definitely beautiful in a much different way, at least Tucson where I have spent most of the time there. The mountains there are really great but I prefer Ohio landscape overall
Cost of living is better in Ohio, but the economy is probably weaker in Ohio.
I don't like all of the lizards and creepy crawlies running around Arizona. For instance, there are wild pigs, rattlesnakes, big ass owls, foxes and all different types of animals that around in Arizona. Sure there is some of that type of thing in Ohio, but not nearly as much. In the winter or in the colder months we just don't have problems with bugs, etc.
Ohio has alot of cities that are close by... you can go to alot of places within a half a day's drive... Chicago, Indianapolis, Cleveland, Pittsburgh, Columbus, Cincinatti, DC, New York City etc.
I suppose you could say the same about Arizona, such as Phoenix and San Diego, perhaps LA... I'll call this somewhat of a tie between the 2 places
The lifestyle is better in Arizona I'd venture to say... sitting out next to the pool at night and having it be very warm even in what are considered the colder months was a real treat when I was in AZ.
For me it comes down to friends and family as well... its hard to feel comfortable in a place where you don't know the area and don't have family and friends. If I had a bunch of peeps in AZ it would be a totally different experience. For me, the big drawback of moving there is being so far away from where I am originally from. If you want to fly from Cleveland to AZ, you can usually get a direct flight into Phoenix but to get into Tucson you have to switch planes in somewhere like Chicago.