I'll try to come up with reasons that don't mirror Wende's. In no particular order:
1) The weather--I actually think the nice weather starts in mid-September and continues through May. I like now, when the nights are coldish (in the 40s) and I have to put on stockings and a coat if I'm going to be out after dark, but during the day you can just wear a sweater.
2) Medical care--I've gotten lucky so far with good, thorough, solid medical people here for my depression and my wacky new gynecological problems. But even my sister who has a lot of autoimmune related things of the sort that don't kill you, do make you miserable, and take years to get diagnosed has gotten great care out here.
3) The plant life--I love the citrus and pecan trees in older neighborhoods, that snapdragons are a winter flower here, the scent of orange blossoms when I walk past the bank in the am, the saguaros marching up the mountain, the scent of creosote when it rains, and the endless variety of succulents and cactus.
4) Mountains--I am from coastal NJ, and spent large amounts of time on the Outer Banks of NC. I have never gotten the thrill of large bodies of water. I smile when I'm close to the mountains here. It's involuntary.
5) Culture--It's hard to go a block here without tripping over some sort of art. It may be a sculpture of a mama bear and cub on a corner of Mesa, or a female condom suspended above ASU Downtown, but it's art. I think.
6) Cheap fruits and veg of great quality--Okay, so there's not a great variety of apples and the cherries can be iffy, but everything else is really fresh and top notch.
7) When Phoenix had money, it dreamed big and had ideas--ASU Downtown. Light rail. Tempe Town Lake. Those big buildings that are going up downtown that if there's a Target I will be tempted to move down there.
8) I feel like I can have a social life here without drinking--I don't drink much, but I'm not religious or a teetotaler or AA. There's enough of a conservative religious vibe that people aren't surprised or weirded out if you don't drink.
9) Our legislature is kind of crazy. Like, where's the new Molly Ivins kind of crazy. Material galore. But also, the place is moral without being too hung up on it. You can buy alcohol after 10:30am on a Sunday--all alcohol, not just wine or beer, and restaurants can serve liquor on a Sunday too. Want to casino gamble? You have to go to a reservation, but whatever. THe conservatives are pure conservative enough that they're hands off on the personal morality and not into babysitting.
10) I've lived here for 18 months, and I haven't had a situation where it's like I'm speaking Russian yet.