San Diego and Phoenix have very similar winter climates, although the summers are very different. It gets a little colder at night in Phoenix, especially at night due to the lack of the ocean's marine effect. Rainfall patterns are similar as well in the winter, it's San Diego's rainy season as well as it's Phoenix's rainy season too. But San Diego averages more rain in the winter than Phoenix solely because of the coastal location giving San Diego ocean evaporation.
In general, you do not wear flip flops or shorts in the Winter in Phoenix nor San Diego. In the Winter, there are warm afternoon, but the temperature can drop extremely fast, even a 75 degree PM can dip into the low 40s easily. This is normally due to most things not hold in heat,
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Phoenix is the hottest major city in the U.S. from June through September, on the contrary San Diego remains in the 70s for much of the summer. Phoenix also gets more rain than San Diego in the summer due to the monsoonal flow over Arizona during July, August, and early September. Through these months it's pretty normal for San Diego to have little or no rain at all from about April to November. Summer is the dry season, although the morning atmosphere doesn't show it because of it’s clouds & fog due to the marine effect.
The biggest difference in the two climates is the average temperatures, precipitation, and the humidity levels. But outside of the factors the climates are relatively the same, both not getting much rain but San Diego gets more out of the two, Phoenix having the higher Average temperature, and San diego being more humid due to it’s access to a beach. with lower humidity in Phx, the temperature swing is much larger than an area next to an ocean it cools very quickly and is usually cool for after sunset and first thing in the morning, but direct sun areas can be warm feeling when a nearby shady area is cool.
(Evidence from http://www.bestplaces.net/compare-cities/san_diego_ca/phoenix_az/climate