My advice would be, make absolutely sure of the delivery date of the bikes and where you pick them up in Phoenix, if you ship, especially if you ship by truck. (unless you hitch a ride on the same truck) Your bikes will also be crossing an international border, just as you will be doing into Mexico and each Central American country you ride.
There can be unexpected delays of any international shipments for reasons, impossible to predict. Avoid any possiblility of having to spend time waiting for your bikes in Phoenix. Phoenix is still very warm right now and impossible without wheels...I own a ranch in Flagstaff, AZ. in the mountains, but I have moved to Buenos Aires.
If it was me, I would ride my bike to Phoenix, doing the 2,500 miles on good roads and figure out if I needed additional gear/toos/parts before entering Mexico. And who knows, you might have some great adventures along the way... don't forget to do an oil change and any maintenance before crossing into Mexico, especially on new bikes....call a bike shop in Phoenix, for maintenance, and make a reservation two weeks in advance.
Shipping the bikes from Phoenix to home sounds ok, unless you use the bikes to get to work, delays are unimportant...
Can't tell if you are seasoned riders or not, but if you are on a schedule, you will probably be riding some bad weather in Central America, so a little bad weather riding experience won't hurt either. Southern Mexico will be windy. Consider Argentina for your next trip. xfiltrate