Welcome.
I'll be honest - if you are to lose weight, getting control of your food is crucial. Exercise is good and will help, but 80% or more of
weight loss is what you eat.
I have family in Phoenix and while I agree that there are a lot of unhealthy eating out options, there are plenty of healthy ones as well. Even at a Mexican restaurant, you can get grilled chicken or beef, skip the cheese and sour cream, eat salsa (which is very healthy and low calorie), skip the rice, and ask for your beans plan and not refried.
And, of course, there is the option to not eat out at all.
I would suggest your first step should be to register for a free account at fitday.com or thedailyplate.com and start logging your food. You'll see quickly how many
calories you're consuming and where your
nutrition is falling. For a lot of people, logging their food every day is eye opening and helps them to begin the process of changing what they eat.
At your weight, you could easily lose by eating 3500
calories a day, to start. As you lose weight you'll want to adjust that figure of course. But for now, you can eat a heck of a lot of food and still lose at 3500
calories.