I'm not sure what cold-hardiness zone you live in Arizona, but there are a lot of trees that are suitable. Some are naturally small, and others can be kept small with regular pruning.
Two trees which are natives to your area are the pinyon pine (pinus edulis) and the one-seed juniper (juniperus monosperma). Both are small trees, and both are evergreen.
Additionally, lilac is a really nice, small tree, that also has great fragrance and wonderful flowers.
Dogwood (cornus serica, variety Red Osier) is a small flowering tree as well.
There are also some nice tall shrubs that reach small tree size which also may serve: Thinleaf alder, mountain mahogany, western catalpa, currant.
This is only a very short list.
There are many others.

Here is a link that might be useful: Desert Gardens