Don't get too down. I lived in Gilbert for two years, and it is a million times more trans-friendly than the midwest. But of course dealing with friends/family who you don't think will be accepting is stressful no matter what.
There's a group called Genderific East that meets in Mesa. I think it's two Sunday's per month. Email Michael Brown (michaelb@transmentors.org) for info about it. It's a pretty cool little group. There are as many FTM as MTFs there. Michael runs the west-side group. The east-side group wasn't meeting for awhile, but I think it's been going again for the past year.
There's a group called TG Harmony (
http://www.tgharmony.com/) that meets two Saturdays per month at church near Indian School and Rt. 51. It's a decent sized group organized by some really good people. It's a bit of an older crowd that is very CD friendly, but there are some smart people there. The two women who run it have both transitioned on the job and know a lot.
There's a group of that meets once a month in a gender therapist's office. There are a lot of younger girls there and it gets pretty crowded (it was always about 20 people trying to fit into a room that barely fit 20 people). It's definitely more for serious trans folks (regardless of what stage in transition they are). I can't think of the name of the place, but I think it's off Camelback. If you want more info on that, I know Maria Denicola (azlaser@gmail.com) is a big supporter and could give you info -- she is a very trans-friendly women who does laser hair removal, and I think she is really involved with another group, something like Hope House.
There are other groups, too, but those four (the east/west Genderific, TG Harmony, and the doctor's office) are the only ones I've been to. I'm sure you can find some other stuff on Google.