In the Phoenix area the desert plants that are best suited are those that fit in Zone 13 (Sunset Guide) or Zone 9 (USDA Zones).
The USDA zones are based on plant hardiness and relate to the lowest temperatures of the region. The Sunset zones factor in not only winter minimum temperatures, but also summer highs, humidity, and rain. You'll find that here in Phoenix the local garden shops and nurseries will refer to the Sunset zone. You should still know the USDA zone for Phoenix in case you order plants or seeds online or from catalogs.
If you live in a a part of the Valley that gets down to 20 to 25 degrees in the winter, you would use USDA Zone 9a. If it doesn't get quite that cold, but gets to 25 or 30 degrees at the coldest days, use USDA Zone 9b. In the warmer parts of Phoenix, you can also use USDA Zone 10.