The only city on your list I've been to is Tucson, so I can't give you any comparison.
As potranco said, it's definitely what I thought of as desert living. It's a great place for outdoor activities, and when it's hot in the desert, take a drive up Mt Lemmon, and you'll be in a ponderosa pine forest that's notably cooler.
I think all of Pima county has 1 million people, but the actual city of Tucson is around half that. A lot of what's considered the city limits feels more like the suburbs with strip malls and developments. Tucson has a very small downtown area.
Just as a reference I'm from the outskirts of Baltimore. Although the two cities are close population-wise, Baltimore
feels like a city, where Tucson feels more like a town. I'm not sure if that makes sense, but that's the only way I can put it.
The cost of living is lower here. We were able to buy a single family home (new construction) with an inground pool for what we sold a townhouse for in Maryland. With that in mind, the salaries are lower as well. I'm lucky enough to still be employed by the same company I worked for in Maryland as a telecommuter, so I'm still on the Baltimore pay-scale. My husband took quite a pay cut initially, but just got a raise today that makes his salary just slightly less than in Maryland.
There's not a lot of night life in Tucson, which is cool with us... got all that out of my system in Maryland. There are some great restaurants in the area, so that's a plus. One other great thing is the proximity to some cool road trips (not that we've taken advantage of this yet)... Vegas, San Diego, Rocky Point Mexico are several places that are an easy drive away.
We've been here since the end of July, and it does get hot but you learn to adapt... quickly. The monsoon storms are very cool to experience - great lightning, there's actually water in the rivers and it makes some awesome sunsets.
Hope I've been helpful, these are just some of my observations since moving here.