Having lived in Western New York and Southern Florida I couldn't take the humidity anymore so I moved out West.
Tucson summers can reach over 110, but usually a hot average summer, mid May-mid July, around 102. The key is very low humidity, I'm talking 10%. In mid July to Beginning of September the humidity goes up significantly, especially in the afternoon with rains to 45%-60%, higher right after the rains.
However, in August I went back to visit friends in Bemus Point, New York and I was dying in the afternoon heat. The humidity was in the 90+%. Reminded me of Naples, Florida and why I moved out West.
Unless you live along the West coast with a cool breeze, humidity sucks and there ain't no gettin acclimated to it. You sweat, your body can't cool itself, you sweat more, you sweat right after a shower, fans don't help much because it's 95% freekin humidity.
I'll take the "dry heat" over humidty all day long.