I heard about the desert heat - but I still felt "blind-sided" when I moved here this summer. My family complains about the "unbearable heat" back home all the time - but they just need a taste of this so they can shut up already :)
That and getting a REAL margarita when you go to a restaurant. Miss that. But, all in all - it's been a good experience so far. Friendly and welcoming people - for the most part.