The real answer is: you are not going to fly in IFR conditions to train for the FAA instrument-helicopter rating.
The R22, 300CB, B47 and E280, which are the training helicopters, are not IFR-certified or certifiable and as such cannot be flown in anything less than VFR conditions. An IFR-rated pilot (CFII) can file an IFR flight plan, which can then be flown dual with a student. You can also take the checkride in a non-certified helicopter, as long as it has the necessary equipment to allow all of the checkride elements to be tested.
Even if you want to throw down the $1500/hour to fly an actual IFR-certified helicopter, I doubt you could find an operator willing to allow training of this nature.
So ironically, you will require better weather for most IFR training than you need for VFR training!
Florida weather is usually about 75% annually - the longest stretch I've seen of piss weather in central FL has been about 2 days over the last 2 years, and the training is pretty consistent.
Arizona will have better visibility, but winds and thermals (think turbulence) can be a problem - you ain't lived until you are doing a full auto in an R22 and STILL not able to get back to the glide slope...