I'm in a fairly low rainfall area so Arundo donax doesn't get too out of control for me.
Thysanoleana maxima may be ok for you.
a grass, but not a bamboo
It can tolerate maybe down to -2degC , but I don't know how it goes in a dry climate,
I've not tried it here yet.
A friend imported it to Aust. from Java about 20yrs ago.
'Tiger grass' propagates easily from division and grows into a tight, arching clump.
Stems to 1cm dia.x 3-4 m, non branching, leaves to about 30cm x 7-8cm.
smooth, not really hairy or 'itchy' plant at all, so it's fairly user friendly.
http://www.bambooland.com.au/Miscellaneous/Thysanolaena-maximathere is also a good range of clumping bamboos worth lookinhg at on that link too.
as you'll see many are tolerate below freezing temps ...briefly, overnight, not constant.