I moved to Scottsdale 7 years ago and did not know anyone. I started going to networking events and doing open houses and before I knew it I was in business. Phoenix has so many networking events that you can go to a different one everyday. a great group to join is a leads group. That's where there is one business per chair. They usually meet weekly and the purpose of the group is to get to know the other members in the group and refer leads to each other. A good site to go to is Meetup.com.
Good luck and stay positive. Change can be a good thing.