I am a full time agent here in Arizona. There are a lot of culturally diverse areas here, however, it is difficult to say which is the most diverse. A lot of it depends as well on what kind of house you are looking for, and which parts of the valley are going to have a home that meets your needs. Feel free to send me an email or give me a call with more specifics about what you are looking for, and I will see if I can point you in the right direction.
I would like to point out that equal housing laws do not allow agents to steer or redline certain areas due to race. But Arizona is very multi-cultural, with a lot of different types of people living here, and perhaps I can point you in the right direction if I can better understand your needs.