South of Payson, which includes the valley and Tuscon, stay pretty warm. The winters are cold, but more like sweater cold, not heavy jacket cold. The horses still get their winter coats, although there were a few this year that I couldn't even tell. The summers are our off season for riding, unless you want to wake up at 5 in the morning, and our winters are perfect riding weather.
There does seem to be a freak snow fall every few years in the hotter parts. I remember one year snow fell within a one square mile area by our house and actually stuck to the ground, probably a good half inch. It was the craziest thing I had ever seen.