We have the same problem in central FL, but I like the hot shower and haven't felt it necessary to do anything about it.
If you really want cold water, you'll have to cool it somehow. I can think of 2 ways:
1) bury a tank deep enough to stay "cool" (your definition) year-round. See
http://www.geo4va.vt.edu/A1/A1.htm for a map showing the approximate "mean earth temperature" in your area. Then plumb your cold-water needs through that tank, taking the water out of the bottom. You might be able to use an old water-heater tank (remove the cabinet and insulation before burying it, and plumb it backwards). Be sure to mark where it's buried, because you'll have to dig it up someday. You may have to go pretty deep in AZ, so you might instead:
1a) Drill a deep hole and place a well casing in it, sealed at the bottom, to make a long skinny tank. Again, water goes in the top, out the bottom.
2) Get a refrigerator with a 55 gallon plastic drum full of water, or better, a drop-in beer cooler, put a few hundred feet of coiled tubing in it, and run your cold-water needs through that.
(1) would be cheaper and greener, but the water might not be cold enough for you. In either case you've got some plumbing to do, and ultimately will be limited in flow rate.
Just thought of (3): Use a conventional hot-water circulating pump, which normally sucks water down the HW pipe and returns it to the WH. Plumb it in to suck water down the cold-water pipe and return it to the WH. I use something called a "Chilipepper Appliance" to do the instant-hot-water thing here. It's got a thermostat on it to shut off when the incoming water is hot enough, so you'd have to see if it could be made to shut off when it's cold enough. Of course, if your cold water NEVER gets cold enough, you're back to (1) or (2).
Just thought of (4): Since you're already using PEX, you've got more flexibility (no pun intended) than the average bear. If the water coming into the house is "cold enough", just run a separate PEX line from the manifold to the shower, keeping it in airconditioned space. How to do that, of course, is your problem, but if you could just run it underneath the attic insulation all the way it would make an enormous difference. If your luck is like mine, of course, the route would cross every joist in the attic. Maybe you could run it inside the A/C ductwork?
Only thing I can think of that may help is insulate with a radiant barrier. Search online. That will lower the temp inside the attic by few degrees. Maybe also insulate the pipes themselves.
