It depends on how long you are in Arizona and if you receive taxable money while you are there. Even if your domicile is Illinois, with your drivers license, owned home, and permanent mailing address, you may owe some taxes in Arizona. The Arizona Department of Revenue says:
Part-Year Resident
Part-year residents are also subject to Arizona tax on any income earned during the portion of the year they were an Arizona resident, and on any income earned from an Arizona source before moving to (or after leaving) the state. Individuals subject to tax by both Arizona and another state on the same income may be eligible as well for a tax credit on taxes paid to the other state.
It is not a cut and dried status as there are multiple factors. This is the document outlining Arizona process for determining residency status. Arizona Residency
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