I like Santa Fe, and there's nice wilderness pretty much everywhere in Northern New Mexico. Two of my friends said they had the best skiing days of their lives last winter at Taos ski valley. Property prices here are a bit high (not compared to the Bay Area of course), but if you look outside the cities and towns then internet speed is a serious concern, especially when you're ditching cable TV to save money. The Texans who come here to cool off (yes) or winter ski drive the property prices up. Taos county, however, is scheduled to be completely fiber optic in the next few years, no matter where you live.
I'm not saying it's the best place, but I do love the quiet and the beauty, winter is not so bad, and yes, it's a dry heat, lol.
Los Alamos is...strange. Very suburban tract-like. No adobe homes, non of the hispanic/native culture. It has the highest per capita income in the country. I guess the poor workers live elsewhere. The lab says they are only doing theoretical work there, but it's not true. You find things like this out when a store owner talks about all the safety equipment they sell to them.