Here's the secret. Use varieties that can mature a crop in a very short time. Almost anything with "Early" in its name, or "short season" in its description will be able to grow, flower, and ripen fruit in the three or four months we have before a hard freeze. If it can produce fruit in a Montana summer (both months of it), then producing fruit during fall and early winter in Phoenix should be no problem.
The supposed "first frost" date is mid-November, but with a tiny bit of protection you can keep tender plants going until we get the big freeze that almost always happens in late December or early January.
Buy them as 6-12 inch transplants in six-packs and plant them in an area that gets a bit of afternoon shade now, or provide some shade with burlap, but pick an area that will be in full sun later in the year.