Never lived in New Mexico, but travelled there on biz extensively. Although a blue bastion politically, filled with rats, it is prolly near the top of the my list for beauty, weather, and food. But I only visit, anymore, as I am already where I want to be. Ohio.
Once you get outside the cities, except in the Northwest part of the state, folks tend to be more conservative. But it is a blue state, just that when you’re in the rural part, pols know not to mess with you too much.