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The mountains will kill you if you're not prepared, especially in winter. From Pueblo, I'd probably go down the valley--there's water and plenty of vegetation.
Either place there will be competition for resources, and people who don't want you around.
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Spend some time driving around. DO it in all seasons. As DB says, the mountains will fuck you up.
Also think ease of travel and choke points. Going into the mountains there are lots of these. Buy maps, drive back roads now, because then it is too late.
Also keep in mind, the lower ARK Valley, SLV and Trinidad regions are some what insular, they like tourists and tourist money now, but when shit hits the fan expect a different attitude. You might want to get out and make friends now as opposed to being just another stranger later.