We were just down in Tucson, Arizona this past weekend in the 980. My wife's sister lives down there, so it gives us an excuse to get out of the rain and cold up here... of course, it rained down there yesterday, so you never know!
Tucson has a multitude of FBOs. We chose Million Air based on it's CAA fuel price, and it turned out to be a beautiful facility. The airport is enormous, and Million Air is actually on the side closest to town.
Tucson is a neat little town. The big thing there is University of Arizona, which has a very nice campus. There are also great hikes in the mountains just outside of town.
We stayed at the Arizona Inn, which I think is one of the great hotels in the US. It's what many desert hotels are modeled after, except it's the original-- beautiful landscaping, nice pool, substantial grounds. They have tennis, badminton, croquet, etc and it's located in a great neighborhood, so you can go walking right from the front door. Every room is different, and most of them have little patios, etc.
All in all, a fun place to get away to in the winter!