In Phoenix, you can't have an altered emissions system at all. So, if they happen to do a visual check (and they often do), a dual exhaust with 2 cats willl get you a big red sticker on your windshield if the original system was single with 1 cat.
That said, there are some things you can do that are still considered 'non-altered' - free flow cat or catback system, and you can use those headers with the AIR tubes, too.
Once you've passed the test, you can pretty much do what you want for 2 yrs, then it's back to the emissions station for another test.