OP is the one who is miserable in AZ, not me, so you should ask her as to why she hates it there. I've never been to AZ, nor do I want to go. I don't like sand, the lack of rain and vegetation, and I can't stand hot temperatures. I hear the painted desert is nice, though I can live without seeing it. So yeah, I prefer to live on the coast then the desert. Glad to hear you like it though! If everyone felt like the same as me then the place would be empty! To each his own.
Sand? Do you think AZ is like, the Sahara or something? We have cities and normal suburban life, just like everyone else. Also, the Sonoran Desert is one of the wettest deserts on the planet, so that kinda negates your rain argument. The monsoon seasons here are nuts. The heat isn't great though, you're right about that. Summers can be tough to get through, but the winters are plenty cold enough for me, especially if I head up north to the mountains for a weekend.
So yeah, to each their own and everything, but it kind of sucks to hear somebody judge a place so heavily when they've never been there. I can't tell you how many places I've been to that I ended up loving that I thought I would have hated.