If you watch the radar during monsoon season, you'll see the city's heat island cuts through large storm systems like a knife through butter, so the monsoon rains rarely make it here now. With the population growth, the ozone has gotten worse in the summer and the temperature inversions trapping PM2.5 worse in the winter.
Exposure to particulates and ozone are bad for your health. I do not recommend Phoenix for these reasons.
EDIT: I wanted to add, every day I saw our poor USPS postal worker practically melting in that old contraption they call a vehicle. I hope they find a way to keep them cool soon.