Definitely do not take I-40. I-10 is the best in winter and yes, plan to stay more south and do day trips north if you need. NM - stay south of Albuquerque or more. AZ - don't go north of Phoenix. Prescott also gets 'real' winter. If you're traveling I-40 it's best to keep the RV winterized until you get in warmer climes. Also, don't connect your hose - fill your fresh water tank and run off that. If you have a full hookup, leave a faucet dripping a little during the night to keep the pipes open. Keep your cabinet doors open to allow warmer air to get to the pipes. Your hose will freeze solid. Same goes for your dump hose. Keep it stored until you have to dump and then store it right away otherwise you'll have a build up of ice in it, you won't be able to store it because it won't be flexible and it will probably crack. Good luck!
