Weather wise Albuquerque has a more mild winter over Santa Fe. Sante fe runs about 10 degrees cooler than Albuquerque on average but SF seems to get more rain and snow.
Santa fe is at about 7000 in elevation and Albuquerque around 5000.
Santa fe is a very liberal city, plastic bags at grocery stores are outlawed and they recently wanted to tax soda. There is a city ordnance that the houses have to be in the Pueblo style, so if you don't like that kind of look, you're out of luck. Santa fe is also very touristy, you can expect to be cut off by people visiting not knowing where they're going and downtown to be busy. By downtown, I mean the plaza area it's mostly tourist shops, hotels, restaurants and museums. Traffic in Santa fe is usually slow, small roads and in part because the roads weren't planned out. I think they have two golf courses in town so you'll likely be driving elsewhere to play golf. Not many options for gun shops so you'll be driving to Albuquerque for that. Most people go out to the Mesa to go target shooting, I believe they have one indoor range in town. Santa fe is a nice city, if you enjoy the outdoors it's perfect.
Housing I'd day for what you want would be the downtown/ museum hill/ canyon road area, avoid looking at anything near airport road it's ghetto.
Albuquerque is the big city and we have the big city issues. Crime, drugs, murders and it's been a little worse lately than in the past. The crime is kind of all over mostly car break-ins and stolen cars. We have a few nice city golf courses here, the university has two and then the casino's outside of town have some. You'll also find one on the other side of the sandias. Your options for gun stores are plentiful and ranges are decent a few indoor, one city range and two private close by. Traffic can suck at rush hour especially commuting from the westside but that sounds like that won't be an issue for you. Albuquerque has a few smaller cities right next to it. Rio Rancho, Corrales are just suburbs Bernalillo and Cedar crest are both about 15 minutes from the city limits. Housing if you want restaurants close by in walking distance it would have to be Nob hill, that's right by the University. It's a nice area but it's not perfect. For a nice area and your price range I'd look near Albuquerque academy, or possibly Corrales. Housing near Abq academy is really nice, traffic is never horrible some restaurants in walking distance. Corrales is very laid back, basically two roads in and out its very country like, people keeping animals, growing fruit and raising crops. You have a few winery's and a few mom and pop restaurants in walking distance.
Your best bet is come come visit, it's an 45 minute drive from Albuquerque to Santa fe. So you can see what both are like with ease.