So what are we called? Well, I've put together a short list of important descriptors, since I see and hear many creative versions!
Let's start at the state level. We live in Arizona.
We are Arizonans. (Notice, there's no letter 'i' in there. It isn't Arizonian.)
We have several large cities in the State of Arizona.
If you live in Phoenix, you are a Phoenician.
If you live in Tucson, you are a Tusconan. (Notice, there's no letter 'i' in there. It isn't Tucsonian.)
If you live in Flagstaff, you are a Flagstaffan.
If you live in Prescott, you are a Prescottonian.
And--my favorite--if you live in Yuma, you are a Yuman.
Within the greater Phoenix area, we have many cities and towns. Here are just a few of the most prominent ones:
If you live in Tempe, you are a Tempean.
If you live in Glendale, you are a Glendalian.
If you live in Peoria, you are a Peorian.
If you live in Mesa, you are a Mesan.
If you live in Chandler, you are a Chandlerite.
If you live in Buckeye, you are a Buckite.
If you live in Scottsdale, you are a Scottsdalian.
If you live in Maricopa, you are a Maricopan.
Here's a surprise--in the City of Surprise, they don't have a name for a person who lives there. A Surprisian? A Surprisine? A Surprisite? A Supersize? I don't think they liked any of my suggestions! I decided not to even call Sun City Grand....