I would have to assume that water isn't all that cheap in Arizona, but perhaps I'm wrong. But, that is only an occasional expense vs. every week or so, so I can see how it might not sting as much.
As has already been said, if you think of the cost of the SWCG as buying several year's worth of chlorine all at once, at a discount and that chlorine is likely to go up in price down the road AND it is much more convenient than buying and hauling jugs AND you don't really have to worry too much if you go on vacation or something, it really is a good deal. If you're comfortable with some very easy plumbing work and plugging things in, it is also not hard to install yourself, making the choice even easier!