My Casio "atomic watch" resets itself according to DST/MST automatically, regardless of when during the year the change is made. DST/ST resets are part of the time signal from Fort Collins. Are you sure there isn't an option to reset or not? I think AZ and maybe Utah don't use DST, and the manufacturers should be able to take that into account. So maybe you didn't find the option in the instructions? There's certainly a setting for time zone, and I'm pretty sure all those "atomic clock" chips are programmed about the same.
My watch is "pretty old," too.
WWVB has some pretty good documentation on the service, including the coding they use:
The DST status bits indicate United States daylight saving time rules. The bits are updated daily at 00:00 UTC. The first DST bit, transmitted at 57 seconds past the minute, changes at the beginning of the UTC day that DST comes into effect or ends, providing a minimum of 6 hours' notification (of the EDT→EST change). The other DST bit at second 58 changes at the end of the UTC day. It is up to the receiving clock to apply the change at 02:00 local time if it notices the bits differ. If the receiving clock happens to not receive an update between 00:00 UTC and 02:00 local time the day of the change, it should apply the DST change on the next update after that.
An equivalent definition of the DST status bits is that bit 57 is set if DST will be in effect at 24:00Z, the end of the current UTC day. Bit 58 is set if DST was in effect at 00:00Z, the beginning of the current UTC day.
http://en.wikipedia.org/wiki/WWVB
