Phil, ideally, what is your ultimate goal? Where is you want to be and what is it you want to be doing? I certainly applaud your enthusiasm and desire for change, but desire is nothing without vision. Surely you must have something in mind, I doubt you went all the way to Arizona with nothing more then a hope and a prayer. So what is it? Actually it doesn't matter, all that matters is you know what it is. My only advice would be that what ever it is, do only that which gets you to where it is you want/need to be. Everything else is wasted motion so to speak. Take the straightest most direct path to your goal(s) and don't deviate.
I think any frustration people have expressed with some of your choices have arisen not because you lack desire or courage, but because your focus seems split between what will get you to where you should be to make your life better, and some things you want/desire now, i.e. some great soul searching journey across country. I know it means very little now seeing that it's hindsight, but perhaps what I say could help provide you with some added foresight for the future.
Looking back, I think your best course of action would have been to sell everything you didn't need before you left, including the cruiser, taken some of that money and put it toward a cheap bus ticket to AZ. Obviously that didn't happen so I won't dwell on it. But from here though I'd say do whatever it is that you need to do AZ, network and such, sell your cruiser, and when you're done doing what it is you're doing, jump on a bus to Montana and get to work. A bus is your cheapest most direct option. When you're in Monatna you can settle in with a steady job and only at that point would I even think about picking up a cheap set of wheels to get around in. I know it's not the most romantic of journeys but it doesn't sound as though you can be frivolous with the choices you make. Remember, know what it is you want, take the straight path to it, and don't deviate from that path no matter what temptations you come across.
Good luck dude, I'm cheering ya on!