NEW MEXICO VS ARIZONA?

I'm looking into physician assistant programs in both Mesa, AZ and Albuquerque, NM and I was wondering which city is best. I'm from a suburban area in CT and I'm looking for a drastic change in scenery, but still want to feel safe. When I say which one is better I mean as far as safety, beauty, and atmosphere go. I prefer culturally interesting areas and a lot of things to do. I'll be 24 years old when I leave and I am a female so safety is a large factor in this decision. Thank you!