Katman,
Utah might be a bit cool (especially if you are looking for warmer weather). Use elevation to control the weather (lower = not as cold) You might want to look at the Hite area. There is some great boondocking in the area, slick rock hiking, and some cool little slot canyons (probably ice in the canyons in the winter). I don't know about riding, but there probably is.
Comb Ridge, SW of Blanding, might be another possibility. There is riding there. Great hiking and lots of ruins too if you poke around. Great boondocking at hwy 95 and road 235.
When you get tired of the cold, head SW to the lower deserts of S. Arizona.
Have fun.
