I am looking to relocate from NJ to AZ. I am not sure how to go about this and looking for advise

I am not sure what advice you would need.  Is this a family law situation where there is a custody order and children involved?  And the non-custodial parent lives in New Jersey?  You will have to prove that you have a job, a good reason to move to Arizona (family, better job, etc.) and that you will be able to continue with visitation.