Arizona is a right to work state (unions are weak). Very gun friendly. Unfortunately only the big cities (Tucson and Phoenix area) are booming. Also, to be a self employed electrician you should be licensed. Do that through Arizona Register of Contractors. New in the area, you might starve a little while waiting to build a reputation and customer base. However, there are opportunities at the universities, utility companies and stuff like that...Retirement and benefits. You might need a green card to start.
I heard AZ was pretty decent in some places. It’s nice that unions are weak. I have never worked under a union and I don’t want to start now.
When I say self employed, I actually mean I contract to existing companies. I don’t open my own office or have my own employees normally.