The National Center for Transgender Equality has recently developed an interactive map, showing the policies for gender change on Drivers' Licenses in the various 50 states.  

According to this map, in Arizona "A customer must request that the gender noted on the record be changed.  To accomplish this change, the customer must apply for a new license (duplicate).  It is not necessary for the customer to have completed the surgical gender-change procedure.  A signed statement from a licensed physician is required.  The signed statement must: include a statement to the effect that the customer is irrevocably committed to the gender-change process; include the physician's license number; and, be presented within three months from the date the statement was signed by the physician.

Click here to view the map of US States in its entirety.