The difference between time zones is still the same, EXCEPT where they don't go back and forth, I think Arizona is either always on daylight savings, or always on regular and don't switch to daylight savings, I forget which.
If I set up an appointment to call a business associate in Las Vegas, for instance, I have to take into account the time difference, which is an hour ahead or behind the "usual time" depending on the time of year.
They typically don't inform us (outside the U.S.) of the dates for the time change, so April and October are especially frustrating.
no DST for Arizona