Mainly about which one I should play at.
Best first time OTB tournament in Phoenix AZ?
Yeah for first tournament, go to one with little prize because if u win money, you win very little. Don't do toooo well the first time so that you are underrated. Go to a pretty small, 3 rnd extremely cheap one for the first time. Then, go to a pretty big, 6 rnd tourmanent WITH pretty much prize money and join a low section. That way, you can get to your level: 1600-1800 or something AND win enough money to pay for like 10 tournaments.

Thanks for the advice. It's annoying that unrated's cant win money
Winning money as an unrated player is completely contingent on the tournament. Some tourneys only allow unrateds to win when playing in an open section, some allow unrateds to play in lower sections without any prize decreases and some have unrated specific prizes.
Can't speak for tourneys in your area (without looking some up) but you may have options.

And check out the following for tourneys. Looks like one of the affiliates there does weekly tourneys; with faster time controls though (G/25,d5).
http://www.uschess.org/tlas/upcoming.php?STATE=AZ
I have never played in an over the board chess tournament.
Does anyone have any suggestions?