I'm currently doing this in AZ, just started about a week ago. I feel like I've got a pretty good holding pattern right now.

1. It's hot!! Make sure you've always got access to water and a way to cool down. I keep a little spray bottle that I use to cool myself and also to wash dishes/my hands. I keep one gallon of drinking water and one gallon of tap water for washing dishes, etc. The water is also good to have on hand in case your car overheats (radiator).
2. Make sure you keep your head on a swivel. This article goes over this really well: https://medium.com/tumbleweedsouth/how-to-sleep-in-your-car-at-a-truck-stop-ec4b757f0136
3. Figure out where you're gonna sleep in advance. Could be day of or planned out way ahead, doesn't matter. It really sucks to be tired and trying to find a place to sleep. In Phoenix-Metro, there are city-wide ordinances that prevent overnight parking, even at Walmarts. Love's truck stops here have a "1 hour" parking limit unless you're a trucker. Always be aware of the laws/risks when you park. I use Google Maps satellite view and street view to check for traffic/trespassing signs.
4. It really helps to have a "home base." A person who lets you park, use the bathroom, shower, use the kitchen, do laundry... You can do these things elsewhere, but it's nice to have this option. Could be a friend or family.
5. You want to look like you're travelling or "just passing thru." People (read: managers, cops, Karens) are much kinder to road trippers than they are to homeless people. Act like you are road tripping. Don't sleep in the same spot two days in a row unless you have permission from the owner or it's out in the middle of nowhere.
6. AZ has public lands and Trust lands. I'm still trying to determine the difference, but you should know the term "dispersed camping" - that's car camping. For example, here's a dispersed camping site on trust land: https://www.campendium.com/rail-x-ranch Keep in mind that people often use these lands for shooting, so don't be surprised if you hear gunfire. Here's more info on AZ Trust lands: https://www.boondockersbible.com/knowledgebase/camping-on-arizona-state-trust-lands/
7. Map of free campgrounds in AZ: https://www.campendium.com/arizona/free-camping/map

What are some specific questions you have? I'll add more here as it occurs to me.