From the article Radley linked to:
Several large signs at the tea party urged Arpaio to run for governor. Arpaio emphasized he’s talked about a gubernatorial campaign for several consecutive election cycles, only to hold a press conference to say he won’t run.
He’ll announce a decision for this year’s governor’s race in about two weeks. Arpaio gave mixed messages Thursday, saying his wife has supported the idea for the first time. Arpaio said he’s certain he’d win if he ran.
The sheriff then said it would be hard to leave the operation he’s headed since first being elected in 1992.
“Why would I want to be the governor?” Arpaio said. “I can lock up the governor if I want to.”
Ugh, especially that last line.