I can back up the health care comments. I've got a brother-in-law who has lived there for a few years, mother-in-law lived out there for a bit and we had begun to consider moving there eventually as well because so much really does seem great. Our visits were very enjoyable and we did see that there are some things that do stand out - it's dry, dry, dry, the kind of dry that sneaks up on you in ways you don't expect. Think skin considerations, from dryness and from UV exposure, and they're not kidding about staying hydrated. There's predators that will take cats or small to medium sized dogs, depending on where you live.
My brother-in-law had a mild heart attack last week. Pretty minor, something dealt with easily and daily here but in Santa Fe, outside of basic stent insertion, he was going to have to be moved to ABQ for anything more complicated. Fortunately it wasn't necessary, but we did find out that Santa Fe is still a lot more small town than it is growing city and that is very much reflected in the quality and availability of health care beyond preventive and first-level needs so if you anticipate the potential for health problems that require more, know that you will likely have to travel for it and put up with the housing and extra costs that'll involve.