Any place not within a city limits. I have lots of desert around me. Some is boring flat and some have rolling hills to mountains. I know of an area that has water and a sandy beach, tall trees. I also know of a place that has a wrecking yard that the owner does not charge much to use the property.
In the city you could shoot nudes but it may have to be in the early morning or late afternoon on the weekends. You could rent a hotel room. Do not go onto the lake properties to shoot nudes, that could land you some big fines if caught.
If you want to drive some where you could go to Sedona. Lots of great places there.
Someone should write guidebooks or create a pay website that lists places to safely do outdoor nude photography.
A guy here in the Pacific Northwest wrote a book called "Pokin Round The Gorge" that lists dozens of spots in and around the Columbia Gorge where you can do nude work at various times of the week and the year. It has been invaluable to me.
I'm not what you would call a big nudes shooter but if I were looking for some privacy, I would go out in the East Valley and more east. I would suggest getting an Arizona State Land permit and finding some state land that allows vehicle access. Lots of empty areas just over the county line in Pinal County (both east and south of Phoenix but stay off reservation land). Or you can go in the Superstition Wilderness area which is huge with lots of scenic areas. And then just north of Mesa is the Salt River area which this time of year isn't crawling with people going tubing. You'll need to pick up a daily Tonto Park parking pass from one of Mesa gas stations before you go out there. Or you can drive up the Beeline Highway toward Payson and find lots of areas.
Only word of caution...if you are going somewhere even a little remote, tell a family member exactly where you are going and when they should expect to hear from you. If you break down in the middle of nowhere, it can be very dangerous. I work with search and rescue people and have heard lots of bad stories of people getting lost. Even now when it isn't hot, it is still very dry. Take lots of water.
Time is as important as location around Tucson. You can get to places that are great for nudes during the week, but not so much on the weekend. Getting there usually involves a bit of a hike up a wash or some such. (Don't shoot there during rainy season.)
A spotter with walkie-talkie is also really helpful.