Just did my first winter tour...5 days self-contained with 6 women in southern AZ. So happy to report it's possible. We biked in shorts...wow, but stayed in lodging because of cold nights. Check out the journal on crazy guy.

http://crazyguyonabike.com/doc/southernaz

We had so much fun. It turned into a pilot trip of sorts for my two wheel traveling gig. I hope it inspires you to get out there. Cheers!