Depends on your definition of near...

While teaching sailing in San Diego, I had a surprising number of students
from Phoenix and elsewhere in Arizona. I wouldn't call San Diego -near-
Phoenix by any means, but there are a significant number of Arizonans that
make the commute to the coast a couple weekends a month. In fact, you could
tell just how hot the desert was by how many Arizona license plates you'd
see in the marina parking lot ;-)

You're also not much further from the Sea of Cortez, another great cruising
spot.

Paul