Wintering on the south coast

We used to go to Gulf State Park at Gulf Shores, Alabama. It's a great place but it can be cool/cold in the winter. There's lots to do in the immediate area and it's close to Pensacola, Florida for some activities and you can take the short ferry ride over to the Mobile, Alabama area. Gulf Shores has nice restaurants, biking, water sports, shopping, etc.

Then we discovered southern Arizona......