First of all remember that not all dogs love the water. They are also not all natural swimmers. Some may love it, others will be scared of its you need to be aware of the personality of your pet before just assuming they're going to jump in and have fun with you.
I know it might sound crazy and a little bit silly, but it's not a bad idea to even put a lifejacket on your dog when you're out in the open water, especially if your dog gets tired from swimming too often. Lifejacket for pets are very common and especially for really small pets. It's also important that your dog knows where to get into the water and get out. There are little lamps called Scamper Ramps, a handy attachment for your dog to get in and out of the pool easily.
Keep your pets hydrated. Even though they are in the water, they may not realize that they're getting overheated and exhausted, especially in the Arizona sun. It's important to have water for the pet at all times thereby.
What if you get a pet for a different kind of animal stuck in the pool? What if a squirrel, chipmunk, bird or other wild animal makes its way into your pool? Having a ramp is a good way to give the animal a fighting chance but having a cover can also help. However, if that cover is soft, the animal is likely to fall right through and suffocate in the plastic. Sometimes you just can't help wild animals from getting into your pool but you can protected from your four-legged friends and your kids. Regular maintenance, monitoring, a safety gate, a proper cover, and a ramp can all prevent accidents.
Of course, these things do cost money, but safety is priceless.