AZ hasn't taxed groceries, since the late 70s. Some cities have a grocery tax, though. Tucson dumped theirs at the same time that the state did.
For a long time, the state taxed military pensions. My dad had to send them a check every year. About 5-6 years ago, a lawsuit was filed and the military retirees won. They all got back the money that they had paid, for all of those years. If the feds don't tax it, the state shouldn't.
Fortunately, my widow's pension is tax-free, too.