OK - Just based on the fact that you are trying to break into the music industry I would say go to Boston.
It's as expensive as hell, but the chances of getting gigs are going to be that much better. Simply for the fact the you'll be located in the NE and be able to rent a van and do a month tour and hit some major cities. Boston. NYC, DC, Maryland, Philly.
Much larger concentration of colleges (i.e. Kids into new music) so you can get them hooked on your shit.
Name me another band that has come out of Scotsdale area other than Jimmy Eat World and I'll name you ten out of the NE.
In fact I should be your fucking manager!!!!!! J/K.
Pebcak.