We have been in the Tucson area year round for 9 years. It is not windy in the winter, if you want wind come back in the spring. Winter wind and the resulting dust are more common in Yuma, Casa Grande and out on the BLM land. Conditions like wind and temps will vary greatly by elevation and Arizona offers anything you might want from sea level to 10,000+'.
Low the temps in a "normal' winter (and we haven't had one for a while), will be in the 30's-40's and occasionally dip into the 20's. Day time temps can be anywhere from 60 to mid 80's with 72 being about average. Last "winter" it was 80 something every day from October through April with about a dozen cool days thrown in. :B