There's a good overview of geothermal heat pumps just posted at the LiveScience site. They report that the US is the world leader with a million systems installed mostly in the East and Midwest. Here in Arizona, the assumption is that the dry soils make them impractical. You'd be hard pressed to find more than a handful installed statewide. But geothermal expert Jim Witcher points out that these systems seem to work fine in the similar Albuquerque basin.
[right, credit Geo-Heat Center, Oregon]