The weather is best during the fall and spring months, and these are the best times especially for hiking. It can be very hot during the summer and doing strenuous hikes can be very rough. During the winter there can be snow in Wadi Rum, but this is pretty unusual. The temperatures in the desert always drop in the evening, so it is always a good idea to have a jacket even during nice weather. You can check the local Wadi Rum weather here.