Have you been there in August? 118 degrees is HOT. They have stretches of 100+ for days or weeks. Yes, it's a "dry heat" but so is the Sahara desert. At least when it's cold you can put on more clothing. You can only take OFF so many clothes (before getting arrested). I have a sister out there, so have visited a number of times...and no thanks.
Any votes for Albuquerque? Not as big, but a nicer climate because its a higher elevation (a different sister lives there). Great cycling weather. Skiing is a cable car ride away. You ride up one side of the mountains on the edge of town, and you're at the top of a ski area that goes down the other side. Nice.