We'd welcome you in Phoenix! Its a great place to be. As a native Phoenician I happen to be a little biased in my affection for it, though.
As I'm sure you know there are many factors that will play into your monthly expenses: size of the house, personal temperature comfort level, age of the house, etc. Salt River Project (SRP - one of our 2 electricity servicers in the Phoenix area) has a great analyzer online that you can adjust and play with to give you an idea of what you are looking at. Take a look and let me know what you think: http://srpnet.apogee.net/homesuite/calcs/rescalc/default_supp.aspx.
If there is anything I can do to be of assistance as you contemplate making a move over, please feel free to call or email at any time!
With Your Success in Mind,
Keller Williams Integrity First Realty