So, I know there was just that issue on Delta, but DO NOT BE AFRAID. My daughter has flown by herself to see her dad 2x each year for 5 years and LOVES it. She is just now turning 10, so she was flying at 5. She takes a DVD player, her DS and some snacks and is totally fine for a 2 hour flight. You do pay quite a hefty fee, but I think you'll have a direct flight, right? Luckily, my daughter's flights are direct, which makes me worry MUCH less.
Besides, you will take your son and wait with him at the gate (he gets on last). His god mother will get a boarding pass to pick him up and meet him at the gate in Arizona (he gets off last) so the odds of a mix-up are almost non-existent.
Have a good vacation yourself! Do something fun while he's having fun!