Cusepilot,
Thank you for your service.
I just retired (forced) from the AF in January after 23 years, all of them as a pilot. I also just went through the civilian job-hunting process, and got lucky enough to find one (not a regional, thank God...). You may be intersted in my $0.02:
First, +1 on both USMCFlyer's opinion as well as LowSlowT2 (do I know you? I flew T2s for awhile...).
I think it boils down to what's more important to you: quality of life or getting into a cockpit and chasing the dream as fast as possible.
If QOL is the main driver, then STAY IN. Suck it up in Yuma. Rent a cheap place, get a roommate to reduce expenses even more, and get yourself a college degree for basically nothing. Spend the money you save on flying, either in Yuma or come to Tucson on weekends--plenty of schools here. Get out on YOUR terms, when you're ready, with a degree. Use your veteran's preference to get a governmnt civilian job as an air traffic controller or airfield manager at double your current military pay (those jobs are on USAJobs all the time) and keep flying on the side. Make the airline jump when you really are more competitive. Or go do something else if you change your mind about career path.
If getting into the cockpit is the main driver, then a regional is the only thing you're competitive for, unless you have an in somewhere or your rich family friend owns a bizjet and is willing to take a chance on you. That said, even with a regional, there are LOTS (trust me, LOTS) of more qualified guys out there, and you'll be competing against them. And the aviation job market is very tough right now, ask me how I know. Lots of guys like me out there. Well, unlike me, as I refuse to fly for a regional.
But, if you wanna get in the cockpit ASAP, STAY IN. Continue flying as much as possible locally, in Tucson or Yuma, get your CFI, and instruct your butt off on the side. Then find a school that'll hire you full time to instruct, and PALACE CHASE to a Guard or Reserve unit. You'll build time, make yourself more competitive for that regional airline gig, and keep some income (which you'll need if you're instructing full-time OR working for a regional...) and keep that long-term retirement egg in play.
You might want to PALACE CHASE in the first example too. Hell, you're already trained to do a job the AF needs, might as well keep the extra pay coming in. And in both cases, you'll have the Post-9/11 GI Bill there for you too, which can now is even more useful for flight school and type ratings.
Just my opinion, based on my experience and what you've told us about yourself. Hope it gives you something to think about.
Mike