PHX is better because of great aviation weather. I did USAF Pilot Training at the old Williams AFB and we almost never had to cancel flights for wx. It's a civilian airport now and there are some flight schools there.
What they said above is very true. If you can snag a pilot slot from a Guard or Reserve outfit you're golden. You get over a year of excellent training compliments of Uncle Sam and can still pursue a civilian aviation career. And you have the military as a backup if the economy crashes and airlines furlough. Downside is you might get activated and/or shot at
Get your training as fast as you can afford it. Then build time as fast as possible to get 1500 hours. Big hiring boom going on for several more years, the quicker you get in the faster you'll move up seniority list.
Edit: aiir, he's already a Junior in College.