* The climate in Arizona varies from desert to subarctic, depending on your location. Northern Arizona is high in the mountains and snow is no stranger. Average temperatures range from highs in the low 40s to lows in the teens during winter. Be sure to bring warm clothes for this part of the trip.
Tucson and Phoenix, by contrast, have winter temperatures ranging from highs in the mid-60s to lows in the low 40s and upper 30s. You'll want a variety of clothing, as well as sun screen and a hat if you go walking.
There are several desert walks in various state and national parks that are well worth the time. But be prudent: Rattlesnakes, scorpions, and the occasional Gila monster lizard can all be encountered. Wear a good pair of boots and pay attention to where you step.
There are long stretches of beautiful scenery unspoiled by human habitation or business strips, but this also means you may be quite a way from the nearest drinking fountain. So take along a cooler with some water, juice boxes, or soft drinks to quench your thirst.