That's what I'm doing. You better register soon - you have to print something for your school to stamp and mail it in with a photo ID. *Then* you get something mailed back that allows you to choose your test date/site. Get moving.
I'm sure that it's site dependant, meaning that the more popular CA sites might be full, but AZ sites might not be. Can't say for sure.
After you register with the NBME, you get directed to the Prometric website for places and dates. I just checked with Prometric and they have three places in AZ for Step I - Goodyear, Phoenix and Tucson - Mon-Fri 8:30AM for the month of June. Looks wide open right now.