There are some big things to consider. Quality of life. Can we afford land? Will there be jobs for me? Most importantly, are there local yarn shops?
To the latter question, in all three cases the answer is yes. Sort of. There are three or for (or more?) in Santa Fe. I've been to one of them. The two groups on Ravelry are active and have good-sized followings. The closest yarn shop to Hooksett, NH is in Concord, which is not that far away. They have an excellent lineup of yarns and I would be happy to go there. I noticed they don't list classes on their website so I wonder if they offer them? The two yarn shops in Helena don't have a web presence at all - no websites, nothing on Ravelry.
This is an interesting question then. All other things being equal, what is important to me? Where I am currently there are only a few people who are on Ravelry, but it's a new yarn shop and we are trying to introduce people to it. There is definitely a knitting community here, as we routinely fill up the yarn shop on Stitch Night every Wednesday. It's hard to know what it's like in these communities.
At the moment, Helena is at the top of my list, but I confess that it's lack of activity on Ravelry is a bit discouraging. A little more investigating is in order.
New Mexico and Montana are places where family would come to visit. New Hampshire, not so much, I think. At least not my family. Dan's family would probably come, though less often than if we were living in the west.
I don't know. No sense fretting about this until we actually have options laid out before us.