You can check your current timezone by just running
$ date
Thu Mar 21 18:02:49 MST 2012

Or checking the timezone file at
$ more /etc/timezone
US/Arizona

So to change it just run
$ sudo dpkg-reconfigure tzdata

And follow on screen instructions.  Easy.

Also be sure to restart cron as it won’t pick up the timezone change and will still be running on UTC.
$ /etc/init.d/cron stop
$ /etc/init.d/cron start