I lived in Albuquerque, NM for four years until 2010. Then I moved to Prescott AZ. ABQ is a fairly nice place to live. Nice sized town. Big but not huge.
You definitely want to get a carry ticket there. PM me if you want a reference for the very best CHL class. In most towns, you can stay out of the "bad" parts of town and be safe. In ABQ, the criminals come to you. I didn't have any incidents while living there but got educated watching the evening news.
The police there are pretty pro-active regarding gangs. But like all PDs, their job is really to arrest suspects AFTER they have committed a crime... Not to provide personal security for my family and me.
If you move to ABQ, keep your gun where you can draw it while driving. Take your keys in your hand and lock your car while filling up. Look around before unlocking and getting back in. Buy a very small and bright flash light to carry with you if you have to approach your car in a parking lot at night. Use it.
If you get rear-ended, especially a light one and especially, especially if the car in front of you also backs up, stay in the car and call the non-emergency cop number. Do not get out of your car until the cops show up. Keep the windows rolled up. Get a picture with your cell phone if you are approached.
While in your home, keep your gun on your coffee table while watching TV. Gangs have been known to break down doors. Even dressed like cops. There is a real good chance real cops would not do this if you are a straight arrow. I was always prepered to come up shooting if anyone had broken my door down.
NM is a state where you will be sued in civil court if you are involved in a shooting SD situation... Even if the cops do not charge you. It is also considered a "Gold Mine" state by the lawyers. You will probably shoot a Hispanic. You will probably have a Hispanic judge and certainly a Hispanic jury. The judges in NM are elected. And they are only interested in getting reelected. The "victim's" family, all 35 of them, will be sitting in the peanut gallery during the trial. The awards are humongous. I got a $1M umbrella policy while I lived there. It ran about $240 a year with USAA.
NM has the kind of legal environment where a person is not considered an alcoholic until they have double-digit DUI convictions. Pretty tough standard. The judges just turn them loose. I don't know why the cops even bother with DUIs. But they do. I guess it helps their crime statistics.
My experience with ABQ was a very good one. But be prepared to defend yourself. It can be a very dangerous place. And it's only four hours from ABQ to Mexico if you only drive five over the speed limit. Of course, there are no wet backs in NM acording to their state legislature. Sorry, I meant illegal aliens.