Hi theer ... Welcome to ATP.
I can't really offer any advice on which plants will do well in your area since I live in the far Southeastern U.S., which has totally different growing conditions than yours but I'd think with hard clay soil, you'd have to amend it with some good organic compost/soil to get vegetables to thrive. You might be able to get some suggestions from folks over on the Southwest Gardening Forum:
http://garden.org/forums/view/... from those who live and garden in that particular area of the country.
Again,
I hope you find time to browse through some of our forums here and pop in and introduce yourself!
Lin