Having lived in AZ, I LOVE the winter months...It's the time of year the weather is hospitable to golf, mountain bike, hike, trail run, do yard work, etc.
BUT it's the worst because by the time you get home from work or school, it's too dark to do any of that great stuff. Such a waste. Daylight savings would help a ton in that regard. 
Or you can be lame and just stay on pacific daylight time full time while the rest of the mountain states go to mountain daylight time full time.