I kept bearded dragons in my pool enclosure in Florida. They were very easy to care for there. I had large potted plants and they put themselves into winter sleep whenever they were ready, and woke themselves up in spring. I have had Az people tell me they can also be kept in outdoor enclosures in Az - as long as there are some kind of heat sinks such as burrows, insulated hides, or maybe some fairly large planters that will provide warm retreats in winter and cooler retreats in summer.
I fed a large variety of plant and animal food, including some pink mice, which were easier for me than crickets, since I raised rodents. I also bought some crickets and other insects, and fed some commercial pellets. The babies took more care and ate a higher percentage of insects. But I was able to leave the adults on their own for occasional weekends while at a reptile show without any problems. Since the sun provides for lighting, that is one less thing you need to worry about in outside pens.
We also keep sulcata tortoises outside, which works well in Florida or Az. They also need an insulated house or burrow. But they are easier to feed than lizards, since grass or hay makes up the bulk of their diet. The same may be true for many other tortoises from arid areas. Just depends on your outdoor situation and whether you want an indoor or outdoor pet. I enjoy the outdoor animals more in some cases. That is because they are able to exhibit more natural behaviors in large, outdoor pens with plants and other animals to interact with. And also because most of my time with them is spent feeding or just observing, instead of cage cleaning. That is a big plus!
