Many of us will get our first freeze of the season this week and that gets people a little panicky about their birds. Chickens are perfectly adapted to take any amount of cold that the Phoenix area can throw at them; we really don't get cold enough here to bother them. An important note about this though is that it's important to NOT give them any heat lamps (I'm talking adult birds here, if you've got 6 week old birds, of course they need some additional heat for a little while longer). Heat lamps keep them used to an artificially warm temperature and prevents them from acclimating to the winter weather. Should the heat lamp fail, the birds will be in trouble and could suffer. It's also important to be sure the birds always have drinking water, so if it gets cold enough that their water may turn to ice, be aware of that and be sure to switch out their ice for fresh water whenever you wake up.
Most people's hens are not laying right now due to the shortened daylight hours. If you choose, you can put a low wattage light (20 watts is more than enough light) on a timer in the coop. Have the timer come on around 4 a.m. and the birds should begin laying for you again in a few weeks. Remember though, hens are hungry when they wake up, so if you've been feeding by hand, maybe a treadle feeder would be a good thing to add to your holiday list. (Do not have the light come on to extend light in the evening, when it goes off suddenly the birds will be stuck on the ground in the dark, unable to get to their roosting bars.)
-Hens are fine in Phoenix winters, do not add supplemental heat unless your birds are still very young pullets, if that's the case, gradually wean them off the heat lamps by about 8 weeks of age.
-Make sure your birds have drinking water, not drinking ice.
-You can add supplemental light in the early mornings to induce laying.
P.S. All of this goes information is the same for Coturnix quail as well, though the timing of supplemental light isn't as important since quail sleep on the ground.