Personally, I would choose the beginning of May, although both times are fairly good times to go. DW and I like to lounge around the pool, a couple of days or so, while we are there. Some of the hotels close their pools for the season. Depending on the weather usually depends on when they open them back up. I've gone in March and have seen them closed. Not all of them, but some of them.
Also, the nights can still get a little bit cool in March. Even though its the desert, it does get cold at night. DW and I also like to walk around at night. In May, the nights cool down enough to be comfortable and to walk around without a jacket/coat of any kind.