I live in a small town on the Quebec border, and was talking to a neighbour of mine who runs a Christmas tree plantation. He tells me that, this year alone, they cut and shipped 90 000 trees to the US. What I can tell you:
1) most of those trees were cut in October or early November, and wrapped up, and MAYBE kept in water. You know how flowers dry out after a few days in water? Same with trees. Being kept freezing slows that process down, but this year, temps around here weren't freezing until early December, sooo... guys, y'all are gonna have pine needles all over your floor within 3 days.
2) if you can get a local, affordable, recently-cut tree, you'll get a good month out of it before it dries out, starts dropping needles, and becomes a fire hazard. (We're going out to the back field to cut our tree on Saturday. Price: free.) If you CAN'T, and are lugging dried-out trees from Canada into your homes (a bunch of those trucks are headed to Southern states where trees sell at 80$ easy), you're losing, big time. Evaluate accordingly.
3) If you care that much about the smell, get a few candles or burn a few pinecones. And admit that if you live in Arizona, you're not likely to get a decent quality fresh tree anytime soon.
4) If you've got the yard and field space, keep the dried-out tree on the fire pit until summer and you can have a FANTASTIC bonfire. Sparks everywhere, really gorgeous. :)