Los Alamos, or Santa Fe is probably where I'd live given the chance though.
I would recommend you give Albuquerque a chance (that's where I live). If you want less crowded, you can live in the east mountains (Tijeras, etc.) I live on the east side of the city, and I am 2 blocks from the foothill trails, and a 5-minute drive from the tram that will take you to the top of the mountain.
The cost of living is far, far cheaper than living in Santa Fe; and the coffee shops don't close at 7:00pm like they do in Los Alamos.