Although I feel Philadelphia is one of the best looking and culturally stimulating cities in the U.S., it is not cheap to live there. For example, the Cost of Living Composite Index for Philadelphia is 119 and for Phoenix it's 98 - that is a fairly large difference. This index (which you can find in various formats on the internet), includes Housing, Food, Transportation, Healthcare and Utilities. It does not however include Local Taxes. An example of the differences outside of the index is that it might cost $400 a year to register a specific auto in Arizona, that same auto would cost less than $50 to register in Pennsylvania, and don't forget the infamous Philadelphia city Wage Tax for residents (not nearly as bad as NYC though). A further comparison with Philadelphia and other US hub Indexes - CLT = 93, PIT = 95, LAS = 111. I personally could never understand how anyone living on an airline/airport salary - other than a pilot or executive, could afford to live in center city in other than a shared relationship. Suburban Philadelphia (NJ, PA) can even be more expensive. This is not saying that one could not find affordable housing (in Metro Phila) - but it may not be in an area where you really want to live. An earlier post suggesting Delaware is possibly a good choice. The only ? is if you live say 30 miles from center city, will you still take sufficient advantage of the city itself. Myself, I'd choose to live in Phoenix IF 2 things changed - the maximm summer temperature was 95 (instead of 115-120) and the heavy smog (ala LA) vanished - but that has about as much chance of happening as the Philadelphia Wage tax has of being eliminated.
One last observation, people who seem to thrive best in the East Coast big cities are those that thoroughly enjoy the Urban lifestyle - cultural events (Concerts, Plays, Museums, etc.), the nightlife and the ambiance of just living among skyscrapers and city parks.