Q.best growing region for growing nectarines
I live in the Arizona desert and wondered if I would be wasting my time trying to grow a nectarine tree?

Its a harsh hot environment, but not impossible with the right soil preparation and diligent water management.
It's important to choose a suitable variety. This paper from UofA extension doesn't list nectarines, but note the introduction and some of the important criteria for selection. A local garden center would be a good place to inquire.
https://extension.arizona.edu/sites/extension.arizona.edu/files/pubs/az1269.pdf
Nectarine may be one of the more difficult fruits to grow there, many people have problems. Jeff Ho says:
"Try a very early bloom variety. I’ve heard good results from Arctic Star White Nectarine."
http://www.greenthumbjeff.com/2010/04/the-fundamentals-of-growing-fruits-in-arizona/