Which part of AZ? I live in Tucson/marana area, and it gets up to 120 here!!
Numero uno: WATER. DO NOT SKIMP ON THE WATER!!! Most obvious, and most ignored. Dehydration is a big deal here, and remember that when you feel thirsty, you're already dehydrated. Make sure to pack some sunscreen too, and to get it on every few hours.
I usually try to get out early in the morning, because it's hottest midday to around 4. Tucsonians tend to stay inside/ not do much midday, because it's so hot. My horses are used to the heat, although I have to be careful with my black horse. But usually, I ride for about an hour, and give them an hour or two of rest. After a ride/ work out, I always hose them down, focusing mostly on their legs, and I try to take my time with this to make sure they're cool, and because I scrape the water off afterwards so it doesn't heat up and defeat the purpose of hosing them off... lol. This is a controversial topic (the scraping-to-keep-from-reheating), but it's what I do.
I'm not really sure what else to cover, so if you have specific questions, feel free to ask. I've been living here for twelve years, since I was 5, so I've got the experience, lol.