Unless you have a large chipper-shredder in your back yard to turn your Christmas tree in to a fine mulch (Yes, that’s my dream. What?), you need to find a place for that conical fire hazard.
The City of Phoenix has a whole list of places for you to do that. But this only went through the 3rd. So, give them a call and they will have answers about where to take them.
It is better to compost them than burn them, in any case. I don’t think we are out of the woods in regards to no-burn days…