ABQ, Santa Fe, and Las Cruces are liberal and do tend to dominate state level politics. It gets better outside of there, but still blue in spots. Gun laws are OK. Food is good.
Nice weather most of the time. It is dry for parts of the year, which leads to National Forest closures during fire season. You learn to work around it.
Lots of open space.
Tags can be hard to come by.
Work can be hard to come by. Or readily available. It all depends on what you do for a living and where you want to live.
