If you are domiciled in Arizona then you would be a resident of AZ. This means you consider AZ your permanent home and intend to remain. It would be where you have your home, your driver's license, where you bank and vote.
Your resident state is the state where you are taxed as a resident.
In the Personal Info section of TurboTax where you enter your name and address, you need to put your AZ address. Then you will get another question asking if you worked in another state, Enter Texas.
Please see the following from AZ for determining resident status. AZ Procedure for Determining Residency Status.
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