I stay in the bottom half of AZ, usually bouncing between my dads place in Phoenix(he has a hardware store up there) and my GF's and my house by the university in Tucson.
Usually I prefer sunny beaches to skiing/snowboarding - but I would love to try Ski Dubai, the largest snowdome in the world, containing the world's third largest indoor ski slope - BBC News channel just showed it on TV:
i love them both, but ive not ski'ed for years but i snowboard a bit, in fact i sometimes teach the lads on my Squadron when were out in Norway... great times