northern part of the state has real winters, LOL. there are some places doing underground electric - especially high end developments but certainly not rural areas. we do get downed lines from wind fairly often, but I imagine the costs are way too high in most of the rocky areas to do it as a normal practice.
Ah. To be clear, underground electric is
not common in rural places. Those are almost exclusively served by above-ground power lines. Even in cities it's quite common to see above ground power lines, though it's typically limited to the more major roads, with the underground lines commonly reserved for subdivisions. For example, here's a pic I just took walking our dog along a
collector road.
The lines on the left side of the street are what appear to be the main power lines providing power to the subdivisions in this area. While they do directly feed a few houses along this road, you can see the lines tapped and running underground with no transformers from time to time. On the right side of the road are transformers for underground lines (green boxes), most likely the ones pictured are stepping down voltage to feed the houses/duplexes on the right side of the picture.
There are similar green box transformers along the back property lines on our street, every 2-3 houses or so.
Now what I said also depends on the age of the neighborhood. Go back to neighborhoods built before the 60's or so in this city and they will all have above ground utilities feeding all the houses. I believe the 60's/70's was when they started switching from building above ground to buried utilities in new subdivisions.
we have some fantastic thunderstorms out here, especially where I am. and with all the big granite outcrops it really rolls and echos. I love storms too, not sure about wanting to be close to a tornado, though. we get big dust devils that can pick up a shed or even rip a roof off and those are good enough for me.
<pulls up topographical map of Arizona> Oh yeah, Arizona has mountains. For some reason I've always imagined Arizona as a flat desert.

I suppose the midwest is so flat it's just hard to imagine mountainous areas, though I have been out to Yosemite National Park once. Driving through the mountains out there was
amazing!
I've been near (<30 miles) from at least a handful of tornadoes thoughout my life. Most tornadoes are weak and short lived though. Only a few become really big and powerful. For example, here are local midwest tornadoes from 2009 to 2017 (I was 18 in 2009):
But if you take out the EF0 and EF1 tornadoes, which as you can see also almost never have tracks (very brief touchdowns), there's a lot less of them. OTOH these are the tornadoes you really don't want to be around, especially those red ones.
I lived in or near Peoria most of my life, including for that red (EF4) tornado track you see. That was a tornado that touched down on the other side of the river from Peoria. It was part of the
Tornado outbreak of November 17th, 2013. That tornado destroyed 20 houses, damaging over 75 more plus some businesses in East Peoria ($110 million worth of damage) before moving into Washington where it grew to EF4, approximately half a mile in diameter, and destroyed 663 homes, 7 businesses, and 5 apartment buildings, including 2,500 vehicles, and damaged many other structures, causing some $800 million worth of damage. Luckily though, while some 5000 people where in the path of the tornado, only three died, as nearly everybody was able to successfully take shelter. One that day, two later from injuries.
In 2004 (before the time I selected on these maps) there was another
EF4 tornado in Roanoke, IL, about half an hour drive east of Peoria. This wiped out a manufacturing plant with 140 employees inside, but due to spotter training, employees acting as tornado spotters sounded an alarm and all employees took shelter in tornado shelters and nobody died (nearly all large commercial buildings here will have tornado shelters, which are reinforced areas. They are often reinforced bathrooms so you don't have a room taking up space unused, but are occasionally dedicated empty rooms).
There's some really good pictures here, along with links to YouTube from footage of some armature tornado chasers.
What I've really wanted to do is tornado chasing, but unless you spend a lot of time and money or you happen to just be in the right place at the right time, that doesn't happen. Also according to that map there's less tornadoes up here in southern Wisconsin than there is in Illinois where I used to live.