I’ve lived in AZ and currently live in UT. Like knewstance said, prices are about the same for both schools. But I’ll give you some pros and cons to living in both states (at least pros and cons for me).
AZ Pros: Great hiking spots immediately around the metropolitan area, generally really great people to live around, the northern area of AZ is beautiful along with great ski resorts/neighborhoods with cabins you can stay at while on a break.
AZ Cons: It’s insanely hot. 115+ from late April to early October. You’re inside literally for 95% of the day. You get used to it after a while, but hanging out with friends is mainly an indoor thing. The great hikes I mentioned are easier to do super early in the morning before sunrise, which makes for a beautiful view!
UT Pros: Again, great hiking spots, great skiing spots, it’s insanely beautiful living right next to the mountains, and it’s been a really safe place to live. It’s not as hot as AZ in the summer, and gets nice and cool in the winter. There’s also really great National Parks in southern Utah that have insanely great views!
UT Cons: Everyone forgets how to drive in the snow on a yearly basis. The first snow day of the year always has 200+ accidents because everyone doesn’t know how to drive. Generally really bad drivers year-round (the worst is when they’ll randomly slam on their brakes on the freeway for no reason whatsoever). If you’re gonna live here, be sure to have a FWD/AWD car with good snow-gripping tires.
Overall, as someone who’s lived in both states, I’d rather live in Arizona for 4 years than Utah. Both states are really good, don’t get me wrong, but I just like AZ more! If you have more questions, just DM me!!