Serptia made a good point about it being economical..

Why not start with some raised beds..a few vegetables that your family enjoys and see what works for you.

If gardening is something you enjoy you might be interested in taking the gardeners short course offered by UofA Cooperative Extension program..the course is available right here in Maricopa..I believe a new one starts in September.

I believe a green house isn't required unless you want to raise a typically summer veggie in winter!! I don't claim to speak from experience, but IMHO, planning what veggie to plant, where (sun/shade), and in which season/month, should be sufficient to raise enough veggies to serve you year round.

Btw, you can read the UofA's gardener manual online, specifically ch 10, veggies. They also recommend raised beds/boxes. I dont think they recommend greenhouses.

http://ag.arizona.edu/pubs/garden/mg/index.html

You can call Gail Hughes @ 520-836-5221 to ask when the next class begins..

"Garden and Landscape Short Course" held @ UofA farm in Maricopa

Rather than going to the expense of a full-blown greenhouse, why not plant your desired vegetables in raised beds with an irrigation system for automatic watering?  To protect the plants from the intensity of the sun, cover the area with shade cloth/nursery cloth (available locally) during the hotter summer months.

I was successful doing so several years ago.  Unless you're trying to grow things year 'round  or during the colder winter months, a greenhouse really isn't necessary.  Consider the agriculture grown in the fields of Arizona sans a greenhouse.