Hi, neighbor!
Well, sort of! *LOL* I'm in the Phoenix metro area.
I've lived in homes with pools since about age 10. Actually, there was one two-year period when I didn't have one, but that's it. That's many, many years! *sigh*
These comments assume a traditional filtration system and plaster pool. I've never used the newer salt-water filtration systems or had PebbleTek.
Chemicals are very expensive during the hot months. Definitely when the temperature gets above 100 degrees regularly and doesn't cool off much at night. Plan to test the water at least three times weekly in the summer (or heat, since our summers tend to extend beyond the general definition of summer) and adjust them at least twice weekly. Once every week or two during cooler weather (below 70 degrees). The cost of the chemicals (chlorine and acid at minimum, possibly algaecide or others periodically) depends on the volume of water in the pool and how it is used and cleaned.
Cleaning--even if you have a pool service--you'll have to do a fair amount of it. Skimming leaves and other floating debris and brushing the steps, sides, bottom regularly. Sometimes daily--or several times daily. It really depends on the vegetation around the pool and the weather. And blowing dust/sand. Every time there is a dust or sand storm you will need to vaccuum the pool and clean the filter. During the summer, you have to be outside before the sun comes up--unless you don't mind broiling in the sun!--to clean the pool. In the winter, you have to stick your arm in freezing cold water to hook up the vacuum to clean the pool. It's momentary, but it's wicked cold!
You'll need to maintain the water level in the pool year-round. Not much of an issue during cooler weather, but in summer an average of 1" evaporates per day. Could be more when we get into 110+ degrees. Most pools built during the past 30 years or so have automatic levelers/fillers, but water is a significant additional cost at least three months of the year.
A pool service and pool cover can make your life easier. I haven't had a pool service for several years, but I'm guessing it's around $120 or more plus chemicals monthly, depending on the size of the pool. Covers can range from a few hundred dollars to several thousand dollars, depending on what you want.
Phoenix has really nasty water. I'm not sure if Tucson's water is as bad. We have to have the pool drained every five to seven years due to the high mineral content. The more balanced you keep the chemicals throughout the year, the longer you can go between draining and refilling the pool. You'll know it's time to drain and refill the pool when it begins gobbling chemicals--even in cooler weather! There is additional expense for draining (renting the pump or paying for a service to drain it--if you can find one that will do it!), refilling the pool and start-up chemicals.
We haven't experienced a great deal of additional cost in maintaining the pool filters. Had to replace one filter when it was about 20 years old, but have had some that were older that worked fine. Our current pool uses cartridge filters, and we have two on hand at all times. We probably replace one every two or three years, on a rotating schedule. We discovered it was easier to have two filters when cleaning up after several nasty dust/sand storms. You either use both and clean both or use one, reassemble everything, and clean the dirty filter so it's ready for the next time. Cost depends on the size and type of filter. I would consider $100 each a good ballpark figure.
There also are DE filters, which I haven't used in a long time. They are very popular, though. You purchase the DE in bulk and repack the filter periodically.
Excluding the cost of a pool cover or major equipment replacement, I would estimate the monthly cost of basic pool maintenance to be $80 to $200 or so average monthly, depending on the amount of work you and your family are willing to do to take care of it.
Of course, you can spend as much as you want on fun toys for the pool, too!
You and your family can decide if the fun (and we can use our pools unheated at least six months of the year) outweights the cost and maintenance.
BTW, we have decided no more pools. We no longer use it that much and are tired of the maintenance! But that is after several decades of having pools.
Edited to add:
Forgot about the electricity! During cooler weather, you need to run the filter about 4 hours each night. And be sure to set it to run during the coldest hours if there is a serious freeze warning (froze a pipe once, but the filter was fine). Once the temperature reaches 80 degrees or so, you'll need to run it at least 8 hours. It's recommended that you operate it during the day, but with our electrical rates in summer, that isn't likely. I tend to set the timer so it turns off by about 8:00 a.m. If you're on a time-of-day plan, base it on that.
Also, in this area, the realtors say it is not something that you can even think about getting your money out of if you sell. Actually, it's right opposite, it's a liability when you go to sell, because a lot of people will not buy a house with a pool (us included). It's a very big liability and hard work. We have a neighbor now that four years ago when they put in their pool, had two mid-teen girls. Now, the girls don't have time for it, the parents are tired of the expense, so they are trying to sell their house. It's been on the market 2 years. People that like it say no to the pool. So think of the future, and the "new" wearing off, then what you would do? 
Pool might fall into that category. 
