First, research where the numbers are on the stuff you've got. The internet is your friend.
Second, go to the AZ MVD website and get the straight info. SEMA also has a handy guide for all 50 states.
Last, ignore all the helpful hints from everyone who doesn't work for the AZ MVD or a place that deals with this all the time. What happens in GA doesn't apply, buying a title isn't the smart way, and some of the suggestions may be illegal.

EDIT: BTW, print out all the research you have done. Numbers and the forms for the state. They like it when you are prepared and have all the stuff needed.