@GinaY86441 - I didn't have much luck with peppers for the first few years, but kept trying different ones until I found some that worked well for me (there are so many to choose from if you grow from seed)
I grow Sahuaro peppers which are an Anaheim type - really prolific and great for stuffing. Seranos - I like hot peppers, but not the killer hot ones, these are perfect for me. and Big Red - which are the only bell pepper types that have actually made large red sweet bell peppers for me.
I know peppers like hot weather so I would think you should be able to grow them well.
I tried growing broccoli for the first 4 years of veg gardening and never got a head larger than 4" - now I grow bok choy instead. this year it is very successful, last year it bolted early, so not so much.
I am really impressed that your garden looks so good in AZ! Thats got to be a tough place to raise vegetables.