The closest lake to Phoenix of any size is Lake Roosevelt (1 hr from Phx), not much fun for a 38, and there is Lake Havasu (4 hrs from Phx) which is more like a river, not much of a challenge for a 38 either. I'm sure some Lake Havasu regulars will chime in here.
Closest skiing to Phx is in the Flagstaff area, not sure how good they are, but you can look up the mountains on the web and see what kind of trails there are. I looked them up last winter because I was considering doing some skiing there (I'm in Phx all the time for business) and they didn't look too bad, not like the mountains in Colorado though.
Climate in Phx is 70's during the winter months and 90's - 100+ in the summer months. It's not uncommon to see 108 - 110 in the summer. But it's a dry heat The sun is strong in the summer too, not sure how long you can last out there without some sort of shade on your boat. You see a lot of biminis out there.
I had the chance for a promotion and to relocate to Phx last year but turned it down because that type of boating would not work for me. Family/friends also factored in to my decision.
I don't know where you boat presently and how important the lifestyle is to you, but you'll be disappointed in AZ if you boat in any type of coastal/great lake waters now. That's only my opinion though, I'm sure the Lake Havasu regulars might take exception to that (yes, I've been to both lakes).