If you're interested in racing, but not in spending money. Go see Kevin at Tribe Multisport. Whether you've got a Mt Bike or extra roadie, Kevin will guide you through the most cost effective conversion for your situation.
Below is a smattering of links that have great information on the sport and links to information on series in Arizona and beyond.
www.desertfoxescycling.com - Tucson Series http://pushingbuttonsaz.com/pushingpedals/cross.php - Tucson Wednesday Night Racing www.socalcross.com - Southern Cal Series members.aol.com/napavelo/cross.htm - Napa Valley Cyclocross www.nmcross.com - New Mexico Series www.crosscrusade.com - Portland Series www.americancycling.org - Colorado Series www.ovcx.com - Ohio Valley Cyclocross Series www.chicrosscup.com - Chicago Series www.wicycling.org - Wisconsin Series www.kisscross.com - Michigan Series www.midatlanticcross.com - East Coast Series www.necyclocross.com - East Coast Series www.eastcoastcross.com - East Coast Series www.nycross.com - New York Series www.cyclocrossworld.com - Cyclocross Information Source www.cyclocrosselements.com - Cyclocross Information Source