Having been in Phoenix in the summer, I would advise that you make sure your cooling system is in top shape, e.g., if it hasn't been done for a couple of years, I would have the cooling system flushed and new coolant put in. I would also check all the hoses and replace any that are looking soft.
Might be a good idea to check the serpentine belt as well, feeling the grooved surface to see if there are any chunks missing. Small cracks in the raised bits are OK, but any missing pieces and it should be replaced. If, by any chance, you have never replaced it and it still has the original belt, I would replace it as a preventative measure.
If you have an automatic transmission, I would also have a fluid change if that hasn't been done in the past couple of years/30,000 miles.
Think HEAT and what items are stressed the most by heat. Phoenix in the summer typically has days above 110 degrees, with a blazing Sun, and I was there once when it hit 120.