From what I was looking at, and I could be very wrong and was going to look deeper at some point, the NRA safety classes that Arizona accepts typically cost more than the Utah & Florida specific classes. I'm still looking into that aspect, it seems there's much less info out there about Arizona training vs UT/FL.
You don't need an NRA class. They accept DD214s and hunter safety courses among others.
Source: https://www.azleg.gov/viewdocument/?docName=http://www.azleg.gov/ars/13/03112.htm