And I quote from, About.com Phoenix, by Judy Hedding, “Dust does not cause brilliant sunsets. If it did, certain cities like New York and Mexico City would be on top of the list, and they are not. Actually, clean air is best for the best sunsets..” http://phoenix.about.com/od/weather/a/sunset.htm
From blue through other colors to red, sunlight is a range of color (spectrum). When the sun sets or rises, the light from the sun travels farther than at any other time of day. More blue and violet of the spectrum is spread from the light. It is this increase in blue and purple colors mixed with other light that produce the tendency toward red at sunset. During the day the sky is heavily blue; because of this tendency at sunset to pick up more blues and purples, the sky then becomes reddish. When there is pollution in the air, light passing through it is changed, or muted, and this results in softer colors.
From my examples, you can see that high clouds help to produce some of the best sunsets. The sun’s rays hit the clouds first, then passing through them they are filtered, then hitting particles in the air which produce the bright red and orange we all have observed.
More reading about Arizona.