We are doing the snowbird thing right now, and where we are is some of the nicest desert country around. Love the look of the Sonoran desert; lots of saguaros and other stuff that will stick you if you give it half a chance. Stump shooting is hard on arrows if you aren't careful, but wandering the desert, bow in hand, is a great time. This country is extremely rugged, and is a great workout. Just be careful when stumping, and pick a target that isn't solid rock.
Mormon tea plants make for pretty good targets; they usually grow in soil that is a bit less rocky, so your arrows may get a reprieve.
It is cool enough now that you don't have to worry about snakes; once it gets a bit warmer, I will be watching my step to avoid the western diamondbacks that are thick around here.
It is a harsh but wonderful place, and it is great to be here rather than putting up with the Wyoming winter for a while.