I'm guessing it was a yellowjacket wasp & not a honeybee. They're very close in appearance. I've been stung by yellowjackets at least a dozen times (incl once while biking) & never by bees nor other wasps. A few years ago a yellowjacket sting caused my forearm to swell up for a couple of days; in my town a local guy was killed after he ran his lawn mower over a yellowjacket nest. Yellowjackets live pretty much everywhere in USA incl Arizona & are much more aggressive than bees. Yellowjacket nests can be very small & nearly impossible to see but those guys will sting whatever comes across their path.