Cochise Stronghold is meant to be really good & a funky town nearby also (Brisco I think its called). friends of mine have been there in Feb & said it was cold at night but nice in the sun during the day
NB: friends from Canada so their version of "cold" & "nice" might be different yours & plus they had an RV/camper thing to stay in....
my vote is to just come to Canada though. if you're unlucky enough to catch a cold snap when you're here you can drive west to where its warmer. eg: last Dec it didn't get warmer than -24 for 2 & a bit weeks, but at the same time Squamish & the coast mountains had their best ice season in years (between 9-12hrs drive away, they had a couple weeks of -5 to -10 max temps).
I was climbing in the sun here on xmas eve & it was perfect (after the cold spell).