Arguably Hueco Tanks TX.

Joshua Tree is pretty good.

Some people might say the South. All that sandstone gets nice and sticky during the cool winter months.

Apart from that, two of the obvious choices have been mentioned: Hueco and Josh. Bishop is an option though the Milks can get snowbound. The Happys and Sads can be pretty nice though. Maybe Ibex. It's in the desert part of western Utah. I think I've heard the place discussed as a winter area though I'm really not sure.

Bishop

Very minimal snow in the Buttermilks right now. When it does snow it usually doesn't stick around and like fatdad said you can easily escape to the Tablelands. Plus it's a much cooler town to hang out in than the places around J-Tree.

You can contact Wills if you have any questions about the bouldering here.
http://bishopbouldering.blogspot.com/