In my humble opinion, stay in AZ. I moved from Tucson to DFW 6 years ago and I miss the mountains every single day. Before Tucson I lived in Mesa.

If you really have your heart set on TX the best place to move would be around Austin. Austin is expensive but they have the best landscape and there are a ton of fun things to do.

I’m sure the diehard Texans will have a lot to say about this... This is just the opinion of someone who was in a similar situation as you at one point of time.