Don't know about citrus, but lady banks rose works well as a hedge. We planted 6' apart and it's now (3 years later) very thick.

In tucson, try Dodonea viscosa (hop bush). The dark green variety can be sheared into a hedge. needs no support

and it's fast growing.

citrus might work or guava maybe even pomagranits they all grow like a bush in their unpruned state and will make a great edible hedge although pomagranits lose their leaves if it gets cold.....

I've seen citrus hedges around town and they look great, especially in the spring time when all the new growth is showing up. I'm not sure about guava though, since it's more frost sensitive than citrus.

Ficus nitidia could work too

Thanks everyone. I will research the suggestions.