I had thought of day trips, but not mentioned them. Should be a good idea.
Santa Fe has elevation & north latitude so it can get cold & stays cooler. Las Cruces is much more south & lower in elevation, but Tucson normally 10 degrees warmer than us (at about the same latitude) for it is a littler lower in elevation & Phoenix is even at a lower elevation than Tucson, although at a north latitude. Almost always warmer in Phoenix.
Phoenix seems to have more smog (seldom see it if ever in Tucson), more dust (Haboob
Dust Storms), many more snowbirds with more snowbird parks, & more congestion or traffic than Tucson.
Tucson, I really like. Large place, but not a large city feel to it. Easy to get around, very nice, wide streets with pretty easy traffic flow. I haven't seem much of Phoenix to be honest.
Last winter was somewhat cooler one in AZ it seems & somewhat wet, but AZ gets more rain than southern NM. Two rainy seasons to our one. Hard to say what the next one will bring.
I've Never have done any camping along I-8 in AZ, but:
Many people winter in or around Ajo. .
Organ Pipe Cactus Nat'l Mon't ----
Darby Wells Road BLM Camping ----
Ditto ----
Ajo Boondocking Ajo Park Reviews ----
RV Sue Blog at Ajo = PS: use the arrows to go backwards or forward to see more.
A goodbye slideshow to Ajo _____ Good morning, good night, Saddle Mountain
Free Camping at Ajo Golf Course (Three days free RV dry camping with use of facilities.) Eating there would work, I believe.
http://earthonly.com/ajo/golf.phpWe did stop at the Yuma Prison one time, kind of neat.
Yuma Territorial Prison State Historic ParkWe can have cold weather out here & it can snow, but in Las Cruces, normally, it wont last long a day or two. Usually any snow will be gone the next day or so. About the same for Tucson but somewhat warmer.
The nights will have the temps dropping, often to freezing, but warming somewhat quickly in daytime. Sunny is our more normal, often even when it is pretty cold.
Dust storms are more of a Spring happening.
