The key in Phoenix, and probably everywhere else for that matter, is making sure you know who you are meeting with. Make sure it is a legit provider and be careful of BP and other sites that are often used in LE stings. Phoenix is probably riskier than some other cities, but it can certainly be navigated safely if you make sure you have done your homework on your new friend...

We're sure there are probably some providers who have more experience in the Phoenix area that may be able to provide some other practical tips.

T&N

Common sense rules.  Screen, and screen again is the best advice.