If ocean fishing is your thing then you wouldn't like Arizona. If hiking and enjoying far off vistas without buildings or people around, you'll love Arizona. Arizona has many golf courses, tennis and now, pickleball is a big thing at most parks.
The weather is awesome in Feb/March but can be very nice in other winter months - today will be 80 but the weekend will drop to the 60's. However, it is rare that the sun doesn't shine and that's important for winter. It can be in the 30's at night but by 9-10am you could be in shorts.
Winter is not typically a windy season nor is it the rainy season. Snakes are hibernating so you won't see one. You won't be bothered by bugs. Birds are plentiful.
We're from Michigan but Arizona is now our favorite state. Our last trip to Florida was one November and we planned to stay the season. We couldn't stand the bugs and humidity and we left within the week. We've tried Florida other times but it's just not for us. Obviously, many like it because it's crowded.
There are lakes in southern Arizona and they are stocked with trout in the winter. The state parks are awesome - scenic and clean. Big rigs fit in them with no problem. The greater Phoenix area has many Maricopa County parks with campgrounds and electric/water. They're extremely popular so reservations now are a must. They have lush vegetation. You won't find better surroundings and camping in the Phoenix area than Lost Dutchman State Park with lakes nearby. Tucson has Catalina State Park - beautiful.
It just boils down to what kinds of activities you want.... and if you want SUN and no bugs. :)