I know exactly what you mean because I absolutely prefer the dry desert heat to the daily sauna steambath I get in Miami. I was in Vegas during the summer a few years ago and the temp was about 109 degrees but there was also zero percent humidity. I was more comfortable in that than the 90 degree/100 percent humidity weather I get in Miami.
I like to enjoy the outdoors, and I suspect it might be difficult to casually do that in Florida once you get away from the coasts, because of all the bugs and other critters.