Good hunting! I faced a choice between southeast AZ & north-central NM in the 90s. Over a few years I had footholds in both, and during some periods was alternating between them, and then love decided. At the most raw I was living out of a vehicle, camping nightly all seasons outside the cities, or staying with friends inside. Beyond cultural differences, personal connections, & serendipity, I came to be strongly influenced by summer heat & monsoons vs winter cold & snow. They've both changed a bit since then, not least in climate, especially declining precipitation, and increasing night-time warming. Soils,
water availability & quality balance, volatility of growing conditions are key.
My advice is to find short-term bases, tour byways & backways, connect with the most diverse communities & innovative growers, check the markets, read the prospects, and triangulate your own possibilities between sharing, growing, earning, owning.
I've built up much drylands horticulture & minimum irrigation experience, and a large collection of high- & dry-land adapted fruit/ nut/ berry/ etc, but am still looking for a workable piece of land & hydrology, and against indications a collaborative/ community approach, though my own touchstone is a living acequia, and many of those are running ever drier. I've long ruminated a scheme for urban footholds in Albuquerque, Tucson, El Paso, & Flagstaff, with a rural base centered mid-way (original Seeds of Change farm was close). Areas where I've done forestry work above upland farms have burned, perhaps a fire sale might offer entry.