Arizona native here! I love riding at Ski Valley on Mt. Lemmon; nothing like a pow day there! The Bowl is where I learned to ride and Sunrise is great, especially over on Apache Peak on the runs like Ronnie's Dream and Suicide. Love going back now and then and riding there!
Not a think wrong with going to skiing if you want but don't completely give up on snowboarding. Go to Snowbowl and lap Aspen over on Hart Prairie for a full day; you will get the hang of it.
I wish Hart Prarie had a little more branching, it's so wide open and flat that I'd think it would get boring quickly for a newbie.