But as New Mexico keeps coming up I'll suggest you look at two little towns there that I thought were interesting: Soccoro and Truth or Consequences. Soccoro more than T-or-C but on trips through there a number of times, I always stop at these.
The Torquoise Trail area between western Albequerqe and Santa Fe is interesting as well.
AZ has better taxes and economy, but NM is sure pleasant.