One of the cooler places to sleep when you are travelling on my usual budget (i.e. none) is a rest stop west of Casa Grande on I-8. Sleeping there is not only tolerated, but it is actually almost encouraged; a sign sits there saying "Overnight Parking Permitted." While you do have to sleep in your car, if you walk away from the lights of the rest stop you will be dazzled by the night sky. If you awake around sunrise, the morning light over the cacti is also a wonderful sight.