"we want the best of all worlds (room and comfort, sailing capabilities, low price, etc.) and I don't know if that's possible."
Sorry to be a wet blanket, but that's not possible. Room and comfort conflict with sailing capabilities. You get the former on a barge, the latter on a race boat, and in order to compromise the two you need a much larger (read: longer) sailboat. You might consider a 38-42' boat "roomy" and capable, but a 28-30' boat will be very much like camping in a VW van.
If you both can deal with that, up front, you may do OK.
Personally, I think you need something like 28-32 feet to handle average weather, because at that point typical "small craft warnings" usually indicate you'll be in for a rough ride in anything less.
Marinas and such...You won't get any answers on unless you can narrow it down to *where* you want to go. Got any plans? Limits?
If you don't have much sailing experience (and given the huge number of yacht clubs in Arizona) you might want to find an ASA certified bareboat course on one ot the coasts, and invest (yes, it will cost) in the price of having both of you take the class. That will give you some practical experience, some time afloat, and a chance to get hands-on with various boats. There's nothing like a couple of days ON a boat to find out if it is going to work--or be a very bad mistake. Much cheaper to take the course than to buy a boat and find out afterwards.