New Mexico has the best weather if you like seasons but none that are too extreme --summers are warm but not hot or muggy, in winter you can always find snow in the mountains and sometimes the deserts too and it's very affordable, Las Cruces is nice if you like bigger cities but there are many nice small towns too.
I've been all over southern New Mexico and absolutely love it. That is really where I am leaning and I have already contacted some realtors in Cruces and Alamogordo.
Some of the posts about Nevada/Arizona are pulling me back onto the fence...LOL!!!
Based on everything I have read on this thread anyplace is a good place except NY, NJ, Ohio, and Maryland. U-S-A! U-S-A! U-S-A!
:-)