The US 60 trail extending east of the Phoenix area ends just past Apache Junction. If you want to exploit Apex, there is a station to the northeast of the last front that is visible with GPS.
If you want to go north of Tucson on Highway 77, the trail of fronts ends in Catalina State Park. A little bit of steel to build/visit/destroy travel safe houses can take you on a shortcut to Mt. Lemmon. In the real world, you cannot approach Mt. Lemmon from the west without the aid of a helicopter or at least some very special hiking gear. If you want to go to Kitt Peak to the west of Tucson, you won't be able to make it more than 10 miles west of Interstate 19 on Arizona Highway 86 without expending steel. If you want to go to south on Interstate 19, the trail ends around San Xavier. If you want to go southeast on Interstate 10, the trail of fronts ends at Vail (just a few miles southeast of Tucson).
So while I've been raving about how much free space there is in Canada, there is still plenty of unoccupied land in the lower 48. Given how much unoccupied land there is even near Phoenix and Tucson, imagine how much more unoccupied land there is elsewhere in Arizona, such as the portion of the Sonora Desert to the southwest of the Interstate 10 corridor, the mountains to the northeast of the Phoenix/Tucson corridor, the Navajo reservation, and the area around the Grand Canyon.