We're just north of Taos, NM. Smithsonian just listed it as #2 of top 20 small towns in the U.S. Biggest issue is distance from airport, about 2.5 hrs. to Albuquerque. Road riding is OK, but mtn. biking, skiing, etc. are world class. Santa Fe is a lot closer to ABQ, has similar attractions, a lot more retirees, and a full complement of Targets, Kohls and Best Buys. We have a non-super Walmart in Taos, and that's about it for big box stores.
We just spent the day over at Wild Rivers Recreation Area. It's located on federal land bounded by the Rio Grande and Red Rivers. Limited but spectacular camping facilities, lots of hiking trails and views to infinity and beyond - both up and down. I took photos of kayakers about 1,000' below the overlook.
Southern CO, UT and AZ are all within 4-8 hrs. drive if you need more places to visit. The hospital is small, but has attracted an increasingly competent staff, like my wife.
For any place you're considering, I highly recommend spending a fair amount of time there before moving. We were familiar with northern NM, and have a built-in group of friends and local info from my wife's job.
And you will need a Jeep.