Hey Joe, it's good to hear someone else thinking of the same thing. I'm tentatively planning on a Southwest tour sometime this winter, to check out what it's like. I think southern NM, AZ and Cali and maybe Mexico are the general target areas.
Don't be fooled by the fact that it's the desert though, despite having very toasty days, the nights can get very cold very fast. In Moab this time of year(and yes I know it's "high" desert), it gets below freezing at night.
You know, I hadn't even thought about day length before. I can definitely see that being an issue. I was thinking lower mileages anyway because of weather, extra gear, and being a bit more careful, but I hadn't even thought of day length. I think this probably means breaking out the bike light, and at least being able to go further into the evening comfortably.