November thru April... possibly May some years. Can't speak for down near Tucson, but southeast and north of Phoenix offers just about anything you could want from mild scenic to hard core rock crawling, desert to high country.
Sedona is also just 90 minutes north of Phoenix and while the trails are easy to moderate, the setting is stunning and a must see/do if at all possible while in AZ.
Many here avoid wheeling in the summer months (myself included). It's just not much fun wheeling with the TJ all buttoned up and the ac trying to keep up, not to mention the chance for a really bad day if you break down on the trail on a 110+ day.