Yeah, lighting coil, but no lights -- kinda stupid if you ask me....The WR200 had em. I'm equiping mine this weekend.
As to not be so baised, any 'enduro' 250 would be well suited for AZ. Wide ratio trans is the key. You'll have a grannyish 1st for any tight stuff you may encounter, and could still have a 100mph top speed. You'll see plenty of wide ratio, lighted two strokes in AZ. Other models with the features I mentioned are KTM EXC, Suzuki RMX (out of production, like the 2-st WR), Kaw KDX (little low on power for desert), ATK's, GasGas EC, TM.
I love my WR as it's not THAT out of date frame wise(fits me well)---it's basically a 93-95 YZ250 so plenty of aftermarket goodies are to be had (cheap), and yama of troy still has enough NOS parts to build a bunch of 'em....
You could always mount a KX/CR500 like woodsy for some serious desert fun. No WR trans their, but they don't need it to pull a tall first. I think a 500 would still roost 1st if you could gear it for 200mph! Be careful if you go this route though...A 500 is cabable of running a 10 second 1/4 mile STOCK!