Twin Falls has a nice little historic downtown area that is walkable and has a narrow main street that spans a number of blocks and has shops and restaurants and connects to an older neighborhood with historic homes.
Here is a link that gives you an idea of the downtown area.
Historic Downtown Twin Falls
It is not a big city, rather small so it would be a huge adjustment from NYC.
I would not really term Twin Falls as hip but it is nice clean little town. The College of Southern Idaho has an excellent planetarium.
http://herrett.csi.edu/faulkner_overview.asp
Most of the main shopping and grocery stores are on main thoroughfares that have a lot of traffic and is not as walkable as the downtown area is.
The winters are cold, the summers are nice, and the Snake River Canyon has trails to run.
Have you considered Boise? Boise seems to fit your desires.