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Migratory on a smaller scale is Arizona Desert School in the Santa Catalina foot hills north of Tucson, whose 30 students take week-end pack trips on their own cow ponies, perform in an annual rodeo that last year attracted 3,000 visitors. To live & learn in Arizona's sun-drenched Mexican ranch house have gone such gilded youngsters as Lester Armour, Jr. (meat), Prentiss Kent (radios), Harry Payne Whitney, John Gilbert Winant Jr. Arizona's tuition is $2,500, Arizona's fun polo, cricket, equitation.