Q. Is this a good time to go?
Marianne's Reply: I presume you're asking about the weather and temperature. Arizona is a big state and the weather will vary according to the altitude which depends on your exact location.
In the south, especially the southwest corner where the Snowbirds go, March can be lovely (mid 70s) with some days very hot (into the 90s or higher). However in norther Arizona on the Colorado Plateau, there may still be freezing temperatures and snow.
So while there is no perfect month to see the whole state, with a bit of planning, March/April and October/November are probably among the best months to take in most areas. One popular area that won't be available (roads are closed except from May through Oct) is the North Rim of the Grand Canyon.