Moving from Italy to Arizona

Ladies, I'm Italian and I'm currently dating a guy from Arizona. Great guy, real gentleman. He's serious about us and says that when he goes back to Arizona he would like me to join him and continue our relationship there. I don't know anyone from there, but what is your opinion? It sounds like a big change to me, but at the same time I'm curious of the whole experience. How are the people there? Is it generally hard to find a job? Grazie e arrivederci :)