I never detected in Arizona, though I lived there two years doing lots of hiking and rockhounding. For detecting in your own town, figure out where the oldest parts of town are (or used to be) as that's where you're likely to find the oldest coins, jewelry, other items. You can ask individual homeowners and business owners for permission to detect their property, very useful as even newer houses and shops sometimes stand where old ones used to. Offer to share your finds with the owner. Old schools, church picnic grounds, fairgrounds, rodeo or stock auction yards, train stations & train yards, stores, etc. Your library probably has journals or older books that give detailed info about local past activities of which there now may be no obvious trace. Books often have old photos of how the town looked! Also look for old building foundations in town and in the countryside. East of you near Globe are lots of old mining districts that may have interesting finds, but be careful as there are open mineshafts not easy to spot (I nearly fell down a central Arizona mine shaft when ducking behind a bush to pee!) Any parks and swimming areas in your town or county are worth detecting. Often people will stop by in a friendly way both to ask what you're finding and also to tell you about local places where they think good things may be buried. Even the really young people have good tips, not just the old folks. If I remember correctly, Arizona has strict laws against collecting ancient artifacts except on private property and with the owner's permission, i.e. collecting of historic artifacts is not permitted on public lands -- you should check on this to see if my memory is correct. I live in coastal California now, and have been detecting beaches and parks here, plus doing a lot of library & internet reading on local history to find out where the oldest things might now be waiting underground for me to detect. The oldest things I've found so far are a 1923 silver Peace dollar in a rough field that still had concrete building foundations, and a silver rosary dug beside a rotting old wood fence still standing next to a modern shopping center.
Have fun! Please post what you find. HH Andi