You would be marginally better off living in Arizona than Alabama - but only marginally. You'd need a slight uplift in your wage to come here, and the cost of living when it comes to food and housing is surprisingly comparable. $11,500 per year will get you somewhere to live, and a further $8,000 should be sufficient to keep you alive when it comes to making sure you have enough food to eat.
There are a couple of things which go in favor of Arizona's economy, and help keep the prices down. Firstly, it's a right-to-work state which, regardless of what you think about the political ramifications, does seem to help keep the cost of living down. Secondly, massive amounts of money flow into the state from elsewhere thanks to Grand Canyon tourism. It tends to help with the costs of keeping a state running when other people are willing to pay just to see it!