The Southgate series of rhododendrons was created to withstand the hot weather of the Southeast and is relatively new to the market, so may be worth taking a look at.

Unless, however, you have acidic soil, no rhododendron is going to grow well. The lack of atmospheric moisture will be another issue. All in all, it's pretty hard to imagine rhododendrons managing in a Southwestern climate.

They are going to need so much fussing with in your climate, you really have to ask yourself if its worth it. I suppose it's possible some mountaineous parts of Arizona have a thin layer of acid soil.
Here are some broad leaved evergreens it would make sense to try first:
Heteromeles:
http://cals-cf.calsnet.arizona.edu/arboretum/taxon.aspx?id=488
Arbutus arizonica or A. texensis
various Manzanitas
even Pittosporum tobira (I've seen them in old parks in Barcelona were I suspect they get no supp. water; but you would need to water them. However they are heat & dryness tolerant for something so lush looking)

If *I* were going to try one in zn 8 Arizona, I'd try a Rhododendron arboreum subspecies delavayi or zeylanicum from the RSF. Very heat resistant, and perhaps even more dry heat resistant than the Southgates, which were really bred for the constant high heat & humidity of the SE. These southern R. arboreum strains must endure a hot spell in early summer before the Asian monsoon starts.

As you can see, 'Noyo Chief' was voted a Rhododendron of the Year for the Southwest Chapter. (whose very existence is somewhat confounding; perhaps you should reach out to them to get more advice on your situation. You might even find out there's a nearby collector!)

R. arboretum 'Niligiricum' is either another southern Indian subspecies or is now synonymous with 'Zeylanicum'. At any rate, it should resist dry heat well. Of course, it will still need to be watered and have acid soil.

Here is a link that might be useful: http://www.rhododendron.org/roy08sw.htm