Phoenix and Tucson will be warmer, but not tropical warm. It might be in the thirties at night, but it will warm up to between 50 and 75 for a few hours during the day. It rains a bit (a very little bit) in the winter, too.
People expect the desert to be warm, like Florida, but it's not. To me, it really is the perfect cycling temperature. If you are coming from the east, it will feel warm, but you might need long sleeves or arm warmers and a jacket depending on the time of day.
Unfortunately, Phoenix sucks for riding (sorry Valley people). Stop lights every mile and horrible suburban sprawl, unless you go a long way out of town. But, I guess if you are on vacation, you could just drive out to a ride start. I have not spent that much time in Tucson, but the area northeast of the city is nice for riding. The rest seems just like Phoenix, only smaller.
As others have said, Florida (really only southern Florida) is the only really warm place in the US in the winter. I've lived in both AZ and FL and would recommend a vacation in AZ any day over Miami.
Have you considered San Diego? Again, it's not super warm, but perfect riding weather, 50's-60's. And sunny almost all of the time.