I went to AZ from Cape Cod 25 years ago. I do love my time there. In the end was just too hot for me but it was a good 5 years. It is one of the most beautiful places to live. Look up around Cottonwood, Prescott or Hightop. You have a better chance of finding land with water on it. You do not want to have to haul all of your water. It gets ugly very soon. There may even still be abandoned towns for sale. There were lots of them in the early 90’s. The best way to find land is to take the time to drive and visit the small towns. It’s an ideal place fro earthbag or cob buildings. You may find a place with some buildings on it.

Plan on a good dog(s) to help protect you and your livestock. Get a pup(s) and train it well. I like a standard size collie and a scotty or westie. They both herd and the fight differently. Coyotes are crafty and relentless. They climb trees and almost always hunt in packs.  You will need welded wire not chicken wire for your runs. They also chew through wood if hungry enough. If food is short they will hunt night or day.

Study up on what breeds of animals and plants do better in the extreme temp. differences. If you want a goat I’d  go with a pair Nubians. There are lots of DIY swamp coolers on the net.

So yea water and coyotes are your big problems. Other than that just enjoy the amazing sky!