Rio Rancho is the place to live. If you're gonna work DT, it's about a 20 minish drive or so, but it's a more conservative area and taxes are much less. Biggest issue are those speed trap vehicles (super predictable). Houses cost less and neighborhoods are safer. Whatever you do, don't live in the South Valley of albuquerque. Anywhere west of i40 and Coors is gonna sketchy. The more west of I40 and Coors you go, the less ghetto it is, up to 98th. East side of I40 from Coors is generally okay all the way up to 98th. Taylor Ranch and Ventana Ranch are all o.k. areas if you live in the westside. Northeast heights are good, if your way north, the more towards paseo del norte, the better. You also have the village of Los Ranchos (Albuquerque area) and village of Corrales that are pretty much smack dab in Albuquerque. Both are the uppity type yuppee (expensive) areas.
Gyms are notorious for break ins. Always park by lights at night if not at home. Always lock your doors. Car theft is some of the highest in the country in Albuquerque. Invest in a good auto-on dash cam.
Gun laws in NM are pretty lax. I'm not a lawyer, but I believe your car is an extension if your home so you can theoretically carry one in your dash without a safe. Conceal carry permit is free for vets and requires no extra training or certification for pistol calibers both semi and revolver up to 45. If you're not a vet, I believe the fee is $50ish and requires hours of training from a third party (pretty much 1-2 days) where you also need to pay them, rates vary, to get the certificate and then apply through the govt. Both require a thumb print and background check. To my understanding, you don't need a permit to conceal carry a pistol if it is unloaded without a magazine and without one in the chamber.
There are BLMs all over Rio Rancho area. There's also some between Albuquerque and Route 66 casino, near the bernalillo county jail. Rio rancho area BLMs require trucks and the ones on i40 can be reached with cars. There's also a long range gun club right next to there too, the albuquerque shooting club. I believe it's the only longer range one in all of albuquerque area and it's like $190/year? Calibers is a indoor range and it's okay. It's tiny and there are 2 in town. Cabela's doesn't have a range, but there's one off i25 and paseo del norte.