Most State land is clothing optional if there is no one else around. You might want to check with the Arizona Naturist Society. There's http://www.shangrilaranch.com/, I haven't been there, but they've been around a while.

There is a little inn in Scottsdale that has a clothing optional pool and spa area but i can't remember the name. If I do I'll get back to you. The Verde hot springs technically prohibit nudity but it's so far out of the way that nobody ever enforces it and many people chose to bathe topless or nude. I've been nude and topless at Lake Powell, Roosevelt Lake, and at a camp site at Blue ridge reservoir and nobody seemed to mind. At the lakes I never approached others while nude and kept my distance so I would never force them to see if they might not want to. However, if they approached the area I was in, I didn't run away or hide. They would either notice my state of undress a long way off and steer clear or not be bothered by it and continue with their day normally.