In reply to BoulderyDave:
Some suggestions for longer-haul destinations (which I think is what you were asking for?)
Southern Arizona - Mount Lemmon, Cochise Stronghold, The Homestead, and Queens Canyon among others are climbable all year. There's a fair amount of sport climbing, though you'd get more out of it if you were happy to mix in some trad too. These can all be done as a road trip from Phoenix.
New Zealand - not the greatest rock destination but you could combine climbing with other activities and sight seeing. Paynes Ford and the Christchurch crags offer sport climbing on the South Island, and the Wharepapa and Whanganui crags on the (warmer) North Island.
(We've also managed to climb in Australia in January, but I probably wouldn't recommend it - it's pretty hot even in the shade!)
My partner also rates Morrocco as a mid-winter destination, though I haven't been myself.