Where else? Arizona for one.
They were skiing at Snowbowl in May this year, long after the waterskiing season opened in March or so. It’s all about elevation.
The one thing you can’t do is surf in the evening...
Arizona is a relatively low tax state. Healthcare is pretty good and insurance affordable, provided you live in one of the urban counties. That’s something I haven’t read much about in this thread, but it should be a major concern for full-timers.