just call the cops. like they said, it's a hate crime, and they are GUILTY.
I'm sorry that you have an a-hole neighbor who is harassing you... that's b.s. I've been discriminated against in various forms and at various places. Though I'm not a "quitter," I have always chose to let my feet do the talking (I'm more for action than talk or complaining). If you have a landlord who allows pricks to harass other tenants, then perhaps he/she doesn't deserve your money. Personally, I would move to a more hospitable and likely more upscale setting.
From what I understand, Arizona does have a white supremecist problem. But then again, it has many problems, and that particular one is far down the list in a consequentialist context. Narco-terrorism, human trafficing and corresponding kidnappings beat it by a country mile. To clarify, I assume that the "Skittles" reference is an insult on your sexual orientation [pardon my ignorance]. I don't really see how that relates to white supremecy, considering American minorities are statistically less tolerant of homosexuals than are whites... but I digress.
Either way, you should live your life in peace and take appropriate action. However, America does NOT have "hate speech" legislation. In American freedom of speech is protected. Actions are another beast... and there are laws that pertain thereto.
If you don't feel safe... move. Right and wrong doesn't matter in the grand scheme of things, but safety does. If the taunts are hurtful but not dangerous, then you need to assess your priorities... that's a personal decision.
