These birds can be regularly found in winter in southeastern Arizona. One of the most convenient places to view them is in the Sulphur Springs Valley around the Wilcox Playa. For general information about these birds go to the Arizona Game and Fish Department: http://www.azgfd.gov/h_f/game_crane.shtml
Also there is a web site for the Willcox Sandhill Crane celebration "Wings over Wilcox." www.wingsoverwillcox.com.
Note: You may also see these birds as you drive along highway I-10 between Tucson and Phoenix. Usually these birds will be in the Gila River bed. Also these birds are sometimes seen in Tucson. Sandhill Cranes are sometimes seen in Silverbell Lake at the Christopher Columbus regional park.
Arizona State Game and Fish Department. : http://www.gf.state.az.us/h_f/game_crane.shtml.