I live in southern Arizona, about 10 miles from the border of Mexico. However, since my elevation is almost 4000 feet, it gets WAAAAAAAAAY too cold in the winter. They'd surely die outside here in the winter. However, during the spring, fall and summer it's not too bad. I keep her inside probably 4 or 5 months a year, the rest of the time it is in there.
If I lived in Phoenix or maybe even in Tucson I'd be able to keep her outside with some outdoor heating during the winter.
The enclosure is basically made from 2s4's, 2x2's, 3/8" plywood and 1/4" hardware mesh. It's about 5 1/2 feet long and 3 feet wide and about 2 feet tall or so. The center section has a recessed floor where one can place sand, dirt or whatever. That's also where the hide is. I decorate it with lots of variously sized rocks, logs, sand, hay and mulch.
This enclosure could work inside, but it's rather bulky, I don't have room for it downstairs and I'm not dragging it upstairs (at least not right now).
As for the winter house, for the past it's just been a 55 gallon aquarium, way too small. I'll be building her a winter retreat this summer though.