Here is a web site for Summerhaven, AZ. This is a small village located at about 8,000 feet in the Santa Catalina Mountains. The trail goes right through the village if I recall correctly. This is also about the high point of the trail until it reaches the Mogollion Rim country further north.

http://www.pocomas.net/weather/almanac.htm

As you can see, it can get cold in the Arizona mountains but, frankly, for the amount of time you will be spending at 8,000' a -30 bag would be massive overkill. All of this presumes that you have a true 15F sleeping bag and not one made by an optimistic, high-metabolism manufacturer. Mostly you will see temperatures in the teens and low twenties at night. For those few nights when it might be colder than that you can either put on all your clothes and possibly shiver a bit, or seek a lower elevation. Most of the southern AZ trail is between 3500' and 6,000 feet.

The Superstition Mountains are well north of Oracle. They lie just about due east of Phoenix and are well worth another trip. The hike between the Superstition Mountains and the Mazatzal Mountains is a part of the AZ trail I hope to explore someday.
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May I walk in beauty.