Andrew
I'm originally from the Western Slope (Crested Butte/Hotchkiss) and there have been a few winters down here that have had some impressive moments. I Quote an old Stetson Resistol ad: "Ah...Texas! Where the wind blows so cold off the prairie that parts of a man just disappear." (of course several days after a major Ice storm it can be in the 70's...go figure)
One added bonus to moving down here is the amount of oxygen available. I found that when I first got here and exercised I would get dizzy....turned out I was breathing as normal for Colorado and inadvertently hyperventilating. It took a little while for the body to adjust.
We look forward to having you down here! Let us know when so we can organize a welcoming party.