We just got back from our trip to southern New Mexico. We opted to stay south to avoid having to winterize, especially since we camped at several state parks like City of Rocks without hookups and we needed our toilet/shower/water to work.
One night, around Carrizozo NM at the Valley of Fire SP, the temperature was supposed to drop to 32 F so we didn't worry too much. When we woke up however, the city water hoze looked like a frozen popsicle!
The temperature heated up quickly so the water hoze defrosted: we had placed it in the shower compartment while driving.
No damage to other parts.
Around Christmas, we're thinking of heading to southern Arizona, again to avoid the freezing temps.