30+ years of Tucson summers...I have sort of climatized. The heat does't bother me to much...just wear minimal clothing (I only own 2 pair of long pants) and drink a LOT of fluids. But I HATE cold weather. I would much rather brave the dry heat.
Snow is nice...if I can drive there, play, and then leave it behind! Mt Lemmon is only 2 hours to the top, 5ish if on my bike! Or if I want to be more adventurous I can go up the back "road" which I have been itching to do after we get a few fresh feet of snow on it! Should be fun.