A long time ago, I fell in love with Tucson, Arizona, at first sight. It was to do with a lifelong affair with the American south-west and its desert – its infinite space, its vast indifference, its scintillating light and occult shadows. To do with the cry of coyotes in warm night air and the lilac light of dawn fading infinite constellations of stars.

Perhaps it was also to do with old-fashioned phones in the Congress Hotel where John Dillinger stayed shortly before his arrest in 1934, the old cocktail bar and a band thrashing away in that cavernous room. On the morning of President Barack Obama's election in 2008, I found myself in a sleepy, hard-line Republican corner of California, and thought: where best within driving distance to watch TV tonight? I headed for the Congress in Tucson seven hours away, watched the victory on a big screen in the backyard, and joined in the dancing when the band struck up at 2am.

Two years later, working again in Tucson, I made a decision: to spend as much of the rest of my life as possible in this place. I bought a faux-adobe house on the edge of town with 3.3 acres of desert and 19 saguaro cactuses before you reach the border of my property line.

The sun rises from behind the Catalina mountains on to the back porch and sets over the Tucson mountains at the front. Two of the most decent people I know, a Mexican nephew-and-uncle team called James and Rene, fixed the place up a treat, quickly and proudly – recently they planted a lime tree, a grapefruit tree, a tangerine tree and a lemon tree. Bob Feinman, the doyen of Spanish-speaking radio in Tucson (although he is Jewish, from New York, which says a lot about Tucson) introduced the city to me this way: "In Phoenix, they pave the desert as far from their houses as they can. In Tucson, we welcome it to the front door."

The usual thumbnail sketch of Tucson portrays a funky, dusty town that looks ugly from the freeway, but is the south-west's best-kept secret. Not as contrived as Santa Fe, New Mexico, but with that same feel of the island of ponytails, bikers and students in a sea of guns, good ol' boys and golf courses. Of course, there are wealthy people too, but of a kind – Linda McCartney was one of them and Angie Bowie retreated here. Crucially, Tucson is only 70 miles from Mexico and almost everyone in the southern half of the city has relatives across the border.

Before last weekend's bloodshed – in which congresswoman Gabrielle Giffords was shot and six others killed – propelled him to international fame, everyone knew Sheriff Clarence Dupnik as the eight-times-elected tough-guy-with-principle Democrat who last year refused to implement the Arizona state immigration law requiring spot-checks on Mexicans, because it was "racist". Most people in a racially tolerant town agreed with him, even conservative friends unhappy with the idea of splitting a family by deporting half of it.

Not everybody becomes good friends with the real estate agents they buy houses through, but then not everyone buys houses through Anne and Eddie McKechnie. Anne came from Wales via Texas, Eddie from Washington state – a stunt man in cowboy movies: gets blown through windows and thrown off horses and he's damned good at it.

We go with Anne and Eddie to a dive bar called the Wagon Wheel where good ol' boys, Mexicans and Native Americans with bandy legs (from horseback-riding) drink and dance wearing stetsons. Last weekend's shooting "happened around the corner from our house, at our local shopping centre", says Anne. "The people were an epitome of what Tucson is like, and its citizens: people that had gone to mass that morning, retirees, proactive citizens, children active in the community, partaking in something that casually happens in Tucson all the time."

Anne and Eddie chose to live in Tucson because of the eclectic nature of the town, its long history as one of the oldest continually inhabited places in the US, and the natural beauty of its surroundings, its mountainous basin, its wildlife, and the warmth of the weather and the people. "The Tucsonians are friendly, family orientated people who bring you into the fold and joke that if you have been here a few weeks then you are natives!"

Tucson is now a carpet of flowers, candles and tributes and a throng of both mourning and defiance. Anne talks about "an air of overwhelming sadness since the events of Saturday". "We were quite frankly amazed that comments have been made about the cheering at the auditorium for Obama's speech. What would anyone expect after such a great place had been wounded by such a heinous crime?

"Everyone was looking for something to cheer about; there could have been more killed but for the brave actions of some citizens. That is the diverse nature of Tucson and its citizens – they come together at their celebrations, as they have come together after this awful tragedy. Tucson will heal together such is the nature of this place despite its eclectic background."

It was hardly surprising, when I finally located a reporter I badly need to contact for a book about Mexico, that (coincidentally) he had grown up in Tucson. Sacha Feinman remembers the scene of last weekend's horror. "The shooting happened in our shopping centre, five minutes' walk from my parents' home. That's where I'd park and smoke when I was a kid. I used to bring girlfriends to that parking lot. That's where the killing was and my father was in the parking lot when it happened. It feels like a violation of my childhood, a violation of something that was mine… that's why I spent all Saturday weeping and shaking."

"I get into some difficult situations, and Tucson is where I go home to for peace. It's where I feel safe," says Sacha. "My parents both came from Brooklyn, but fled to Arizona University, met here and decided it was where they wanted to be. It's got that wild DNA of the American west when it was first settled by white people and most important of all for me growing up, it has Mexico – well, until recently it was Mexico. But it's also got that 60s and 70s thing – people who made their homes here because of the liberal feel, the extraordinary beauty of the place. All kinds of people understand how special this place is – and I never want to see that lost."

Talking to these friends, none of them want to bring politics into last weekend's carnage. Anne and Eddie are conservative on many things, Sacha adamantly to the left, "but what scares me most about this," he says, "is that this kid [Jared Loughner] is not political, he's anti-political. This is blackness, this is nihilism, darkness of the soul. I wish it was political – then we could all say: 'It's Sarah Palin's fault' and come up with a solution. I can't stand the Tea Party and I fucking hate guns, but it's too easy to put blame at their feet. This is a black hole in humanity, and it's been around a lot longer than the Tea Party and it'll be around long after they've gone."

Before buying my own place, I wrote a book in a lovely little house on an old dude ranch on the far edge of town and only really spoke to one person over two weeks. This was Elaine Mariolle, secluded next door but known to the world through the Guinness Book of Records as having broken the coast-to-coast women's cycling record in 1986. So physically strong, but with a thoughtful sensibility and gentle humour, Elaine settled in Tucson "because of the healthy lifestyle, the university, the people, neighbours, the other people who gravitate here".

"Politics may or may not have anything to do with this," she says, "but you can feel something appalling happening in this political climate." Elaine works on a PhD about myth and monument in American history, focusing on the myth of Route 66, and was struck by something after queuing all last Wednesday to hear Obama: "That here really was an ephemeral monument. If a monument is all about aura and the effect it has on you, and what it leaves you with, then this was it. People around us had come from all over to hear him – from Phoenix, from Douglas – people who'd voted for him and against him. It was poignant, personal. There was a feeling that some sense of conscience and compassion for others will come out of this – I hope."

In 2002, a two-year-old boy, Ben Mare, died in Tucson, of an illness. In her grief, his mother Jeannette forged a tradition whereby she and others made beautiful bells hanging on strings with clay beads and put them up around town for people to find and keep. They are called Ben's Bells and today they are back hidden in trees and bushes or hung from lamp-posts . "Yesterday," says Elaine, "I found one! It was so uplifting, it's hard to explain – shining and golden, a happy thing."

On Friday, while writing this, I learned, surreally, that most of my possessions – thousands of books and hundreds of LPs collected over four decades and destined for Tucson – had been waylaid and destroyed in storage. My material childhood and past, in effect – gone, a visceral loss. Then I looked at a picture of the face of John Green at the funeral of his nine-year-old daughter and thought: I have my children, I also still have the 3.3 acres, the coyotes at night and my friends in Tucson, Arizona.

Ed Vulliamy is author of Amexica: War Along The Borderline (Bodley Head, £20)