Hrm. I think I should weigh in on this one. :)
Dunno about AZ, but here in OR, anything beyond basic first aid/CPR, even if performed absolutely correctly, opens you up to legal liability. Here's the legal issues involved:
Good Samaritan laws only protect you up to the level of your training. Take one step past your training, and you're no longer covered.
Now, let's say that you are an EMT, be it Basic, Intermediate, or Paramedic. You are only allowed to act within your scope of practice when under the supervision of a physician adviser. This is the Dr. that signs your orders allowing you to practice medicine. Essentially, you are practicing under his or her license. Those standing orders ONLY apply when you are on duty. Do anything above basic first aid while not on duty, and you are practicing medicine without a license.
So here's the quandary. You can get training, such as a EMT-Basic or higher class that would train you how to handle more advanced equipment in order to more effectively deal with an emergency. But if you were to do so, you wouldn't be able to use any of your skills legally unless you were on duty.
And the real crapper is that lets say something does happen. Something serious. Thoracic GSW, for example. Let's make it a really crappy scenario. Young kid, .30 cal, through and through. You put on a couple bioclusive bandages, one taped on all 4 sides, one on three, to help prevent a worsening pneumothorax. But the kid is crashing fast. EMS is at least 20 mins away. Left chest, you start hearing markedly decreased breath sounds on the left, and start seeing significant tracheal deviation. This kid is gonna die unless you do something. Grim enough picture yet? So you do something. You have the equipment and training to do a needle decompression. You punch in the needle in the 2nd intercostal space, and you hear that classic "sigh" from the needle. Kid starts to show some improvement on scene. EMS shows up, kid is packaged, loaded up, and off they go.
Two days later, you find out the kid died a few hours later. Just too much damage was done by the bullet's passage. You find this out because the county sheriff is on your doorstep to serve you with a lawsuit. And a couple days later Fred gets one too at the Appleseed home office.
Believe me, I completely understand the desire to be prepared. I've got a trauma bag that I take with me to Appleseed shoots. And yes, I'm an EMT. I'm trained to do some of the more invasive procedures that might just save a life. But I don't even CARRY anything sharper than trauma shears in my kit. But when I'm off duty, I'm nothing more than a really good first-aider. No IV fluids. No IV catheters. No needles. No drugs other than OTC stuff (Tylenol, Advil, etc.). Because as much as I wanna help people, I really don't wanna lose everything I have because I was trying to help someone.