Arizona and Palm Springs CA are both nice. Very very hot in the summer. We have spend some time in both places.
Since I'm retired we decided to keep the place here in RI and probably rent for Jan and Feb someplace warm. Much cheaper than buying a second home. No insurance, upkeep, taxes, etc.
So you end up spending $4 or $5K for 2 months and then back up north for March to get the boat ready.
The upside is you can go someplace different every year.