Arizona law says OK to not signal for a left (or right) if no other vehicles in the area. If a cop is in the area, that counts as a vehicle.
I use the turn signals for any turn no matter if other vehicles are present or not, just out of habit - kind of like buckling the seat belt.
The other one that can get you is turning left or right to the far lane after the turn. You are supposed to turn left into the left lane and right into the right lane and then signal to move left or right and move when the other lane is clear.