I have yet to find anything that states that Arizona is on the list of states that have made it illegal. Try Erowid.org from time to time if you're worried. They usually have really good info.
I'd think that it would be best to combine the I-dose with the same drug you use. For example: If you are doing peyote, actually listen to the Peyote I-Dose and not, say...DMT. Or if you are doing DXM, listen to the DXM I-Dose. That's what I'd do anyway.