2 things determine the value of a home:
1st, what a buyer is willing to pay for it
2nd, buyer's price justified by an appraiser (sent out by buyer's lender)
Regarding the first part, it depends on what type of buyers are out there any given time and what they are looking for. Some buyers prefer a pool, others are very opposed to them.
Regarding the second part, an appriaser will adjust an appraisal report approx. 2.5-5% for a pool, generally speaking (I'm in CA, your local experts will have the best numbers for AZ). This can vary depending upon overall value of the area, type of improvements made in pool area.
You've got some good detailed info from a couple of AZ Realtors.
You can also ask your lender to refer this question to one of their appraisers although I'm betting their answer will be similar to Howard's.
Best of luck in your home search!
Tom Goeders, Realtor, SRES
Keller Williams Realty http://www.TomGoeders.com