If you don't, and you wait until you file your tax return next year to pay your taxes, you could be subject to penalties imposed by the State of Arizona. Don't forget that you might also have to pay estimated taxes to the IRS for your federal tax liability.hoenix, AZ 85038-9085. You can pay your estimated AZ taxes electronically at www.aztaxes.gov, and click on the “Make a Payment”. The “E-Check” option in the “Payment Method” will debit the amount from a checking or savings account that you specify.