Fl to CO, NM & TX would be a radical change. Keep in mind some of the things a New Yorker might miss here (as far as food)
1 PIZZA
2 Crusty Bread
Everything else is manageable plenty of restaurants, plenty of homes under 300K I bought mine for $310 and taxes are $1500 my electric Bill (A/c) went down to about $250 from my A/C bill in NJ closer to $400. (and they are complaining about a rate hike here). Insurance is about the same due to the many unlicensed/uninsured drivers here. Slower paced than the east coast. I do agree that you should be careful where you buy and watch for the drainage channels and arroyos there are some flood plains here and the feds are re-looking at that naming more areas as such so watch that.
I moved from NJ in June and love Las Cruces NO HURRICANES the weather is great its nice right now (Fall) near 80
woke up to 45 (before the sun came out) its always sunny. YEA!! House choices galore just check out realtor.com Cannot speak for CO or TX but watch the altitude Cruces is around 4k ft above sea level it stays dry but manageable i used to travel to Denver (mile high) and my lips would crack after 2 days so did not like that I believe all of CO is pretty high (in altitude)