Really?
I really can't think of many things that are enjoyable to do with a 110 degree temperature and humidity. Perhaps water sports but nothing else. But I don't even remember water sports (water skiing) being fun when I lived in Las Vegas. The temperature of Lake Mead was in the 80s and didn't even offer relief from the heat.
Skiing/snowboarding down the slopes is a blast, I plan on entering several snowshoe events this winter, and snowmobiling is also fun. If I dress for the weather I'm not cold, in fact I can be quite comfortable.
Surf, fish, golf, play ball, go for a ride... I like to sweat and breathe alot better in the heat and humidity. The cold, dry weather makes me close up and itch like crazy... I'm headed back south as soon as I can convince my wife...
I wouldn't want to live in Vegas, but I will take Florida or Texas any day...