We don't get a ton of snow on the front range (Boulder, Fort Collins, Denver, CO springs) compared to somewhere like New England. And the sun is a little more intense so what we do get tends to be off the roads within 48 hrs. Last winter I spent a total of maybe 10 days inside, riding pretty much every day. Temps sit right around 40 for the most part. The riding is varied and pretty spectacular.
That said, I'd prefer to train somewhere really warm in the winter then head north in the spring. You couldn't pay me to actually live in a place like Tucson, since it gets so damn hot, but I'd certainly stay for a couple months