I live in Arizona, so I don't have a lot of options on different Bonsai.

We have several members in Arizona, so they must have some encouragement for
you.
I would investigate the following:
Olea europaea, especially "Little Ollie."
The Mediterranean pines, such as brutia, halepensis, & pinea.
True cedars, like Cedar of Lebanon.
Operculicarya decaryi
Portulacaria afra
some of the Southwestern junipers
Palo verde
Iris,
Central NY, Zone 5a, Sunset Zone 40
"If we see light at the end of the tunnel, It's the light of the oncoming
train."
Robert Lowell (1917-1977)