In new mexico I know the country can be wide open and mountainous or wooded, for most scenarios you'll see the .25-06 will be great on mule deer, whitetail, goats and sheep, mountain lion, and hog. Here in maine distances are almost always 50yds give or take 20 yds either way so for me bullets that are heavy and of moderate to low velocity like .35 rem or .45-70. Simply put, heavy bullets in this velocity range do not fail. A .25 caliber 100-120 gr bullet has a much better chances of failing at close range where velocities are so high. But out west you guys need some of those flat shooters, you can also use it for coyotes and other varmints.
For my money though I like the .260 rem and even more so the 6.5x55 swede. The swede isn't tremendously available in stores but as a reloader you can go from 90gr to 160 and the 120's are as flat as 120's in the .25-06. The .25 is really designed from bullets and all for deer size grazers, bullets made for it almost always not made for larger game like elk or moose and few people would ever care to use it on small varmints, what the .25 excells at is being a long range cartridge for medium grazers, cannot do more, yes but it is really a niche caliber. So if you wanted to trade to something more versatile on bigger game but still easy on your shoulder the 6.5 and .260 are right up your ally and can easily take elk and moose with it's 140-160gr loads with heavier construction and superior sectional density.