Yeah, I wouldn't move until I got a job offer. My track record with that, however, is horrible for a myriad of reasons (primarily, I suck at selling myself).
Air quality's not really an issue (I've lived in Phoenix and Orange County, CA). My biggest asthma triggers are mold/humidity. There's a reason I left Ohio...
I've checked out other Mountain West Cities and wouldn't mind living in any of them, really, but I'm looking primarily at the Denver area because of the metro's size. Little more opportunity than some of the other places (all better than Arizona's cities, of course).
I really can't emphasize how badly Arizona was hit by the recession, and I'm looking for something different, if that ever happens.