Tonyducks: Late December and early January tent camping in Southern Arizona and Southern New Mexico are going to be freezing *** cold! Even in my hometown of Chandler, a suburb of Phoenix, it will regularly get down to 32F degrees at night.
If you're insistent on doing it, Gregory has certainly laid out the best route for you. Forget about sky diving out of Moriarty or Albuquerque at that time of year; you are definitely going to hit ice on the roads. Las Cruces is your only sky diving site.
Here is my camping gear and I've had it for years; some of these items may now be out of production: I am older than dirt!!
1) Aries Peak II Tent by Coleman; this baby's been indestructible, it's withstood Class 10 frijoles y queso power farts by me!
2) Therma-A-Rest Pad, go with the Trail Pro. Known by Army dogfaces (me) and ******* Jarheads as "The Rubber *****!"
3)
https://www.kermitchair.com Know a cheapest part on a BMW? It's owner! 1/4 million BMW Rally Rats not wrong on this!!
4) Stainless Solo Cook Kit, these run between $20 - $30 at Big 5 Sporting Goods, WallyWorld, K-Mart; steal SPU's if you can.
5) Exponent Multi-Fuel Stove, you can get this little beauty made by Coleman at
https://www.aerostich.com It's **** and clits!!!
https://www.skydiveelsol.com/AboutUs.html Why in the hell do you want to go to New Mexico in the dead of winter anyway?
There are just a bunch of El Borracho armadillo molesters over there, one of which I am very proud to call mi amigo: HRZ!!
Go to Mexico instead if you want scenic and twisty roads, with great sky diving. Link above is for a Sky Diving Club at Land's End in Baja California Sur. A number of my Airborne buddies have jumped with this group. I was Field Artillery, not in the 101st or 82nd (couldn't get in, my parents were married when I was born!), I won't jump out of perfectly good plane!
Go to a used book store in San Diego, we've Bookman's here in Phoenix, and buy yourself used copy of "AAA Mexico's Baja California"; ISBN # 1-56413-506-3 Stay at the AAA approved "campos" in your tent for $12-$15 a night, with hot showers!!