I moved to St George from upstate NY a few months ago. It's hot as Satan's toaster in the summer, but maybe Tuscon is? I'd never been anywhere in the southwest before appearing here this year really. It just started to cool off here and I hear it's nice from November until March or so.
Housing is expensive in St George. Last average listing price I heard was $700k+ and the houses are slap em ups built a few feet apart. Nice houses but built quickly and right on top of each other. I see ads for "active seniors" places I don't know what that means. St George is partially ringed on the east by Route 7 and they're building like crazy along all of that that they can build on and also to the northwest in Ivins and real everywhere. A lot of the new housing looks nice, the more expensive homes have garages that are built to hold RVs. Houses in nearby Iron County I heard were averaging $ 400k I hear prices might be coming down but who knows, the place is expanding like crazy.
If you're older there's a decent hospital in town and good medical care. I'm not sure how much of that you would see once you leave the St George/Cedar City area. I would think for anything serious you're going to St George or to Salt Lake City 4ish hours away.
St George has expanded dramatically since it was a two stop light town in the 80s and is still growing, but a lot of outsiders would still consider it a "small town." There's a little 80s style mall and pretty standard retail stores and franchise food. I don't give a shit about that stuff but some people would.
I haven't had time for shooting but there's a range that supports cowboy and tactical competitive shooting stuff and plenty of empty land to shoot on.
Las Vegas is a couple of hours to the west and in between St George and Salt Lake City is a lot of sparsely populated land. There are counties that have less than ten thousand people living in them. If you want to camp, ride ATVs or drive Jeeps or pick ups around and shoot in the middle of nowhere there's a lot of land to explore.