Ground fires are allowed only in the eastern (higher) portion of the Superstition backcountry, not in the western (lower) portion, but I can't recall what the boundary line is. I think it is Hoolie Bacon/Red Tanks trails; help me out here, folks. Dead and down wood only, of course. In most of the other low elevation areas, there isn't enough wood to build a campfire, typically.
I am with you on campfires: I agree with all the arguments against them, but a campfire is primal. But a stove is much better for cooking.
The USFS has a pretty good website, http://www.fs.fed.us
, where you can find info on the various places administered by that agency. Most of the low elevation wilderness areas in AZ, though, are managed by the Bureau of Land Management. Their website is http://www.blm.gov/az;
if you scroll to the bottom left, you will see "wilderness areas." If you click there, you will see a list broken down by field offices. In Jan., the areas listed under Kingman, Safford, and Arizona Strip will probably be colder than you want; focus on the others. None of these, though, are developed, and are devoid of water sources (Burro Creek being an exception, as well as Arrastra and Tres Alamos, along the Big Sandy and Santa Maria rivers, all in the Kingman district); they are pretty much for the hard core. And anything S of Interstate 8 might put you in contact with migrating illegal aliens and drug smugglers.
Near Tucson you might try Sabino Canyon, Bear Canyon, or Romero Canyon. They should have water in Jan. and might not be too cold (approx. 4700 feet at Hutch's pool and Romero Spring). They are administered by the Forest Service, part of Coronado Nat'l Forest. I am thinking of doing a 3 day from one to the other (that is across the mountain range) in Jan. or Feb.