From Tucson it's easy to pop over the border to Nogales, Mexico for shopping, dining, and even sports betting. You can stroll into Mexico with no delay but you must have a passport to return to the U.S.
I'm a transplanted New Yorker who loves the Tucson climate. On New Year's Day I have a bit of fun calling my (snowbound) east coast friends to announce that I'm drinking coffee while sitting on my patio. (: