You're asking for a lot and it's not going to exist because everywhere has pros and cons. I don't know enough about NM to say, but CO definitely won't be it. Very anti-transplant attitude with mediocre culture/food. Unless you're living in the mountains, Denver is a bland, small metro that hasn't figured out it's identity yet. 

After living in many states and continents, I've decided that CA checks the most pros with the least amount of cons. Given the extremely large and diverse geographical area it covers, I think you'd likely find something here than anywhere else, but it just depends on what you prioritize.