I haven't spent much time in UT, but it is a pretty state. I have friends who live there who highly recommend it.
My wife and I gave serious thought to moving to Pagosa Springs two years ago, but since I don't own my own company or practice, and the job market isn't huge, we felt it would be financially risky. The area is very outdoors oriented, with a large mix of native Coloradans and transplanted Texas hunters and outdoors folk. Needless to say, it is gun-friendly.
I've lived in Washington, and it is another beautiful state. It is also pretty gun-friendly. This is more true north of Bellingham, south of Olympia, and east of the Cascades in the latitudes from Olympia to Bellingham. The Puget Sound region between those cities is not as gun-friendly, though it isn't oppressive. The topography and climate change greatly to either side of the Cascades; west is wet, with a lot of mountains, while east is high plains (with more mountains at the eastern edge of the state).
NH is a nice state. Bill Bryson, the author, lives there near Dartmouth. To paraphrase Bryson, when describing the differences between VT and NH, "Vermont is bed and breakfasts and volvos; New Hampshire is flannel shirts, CATerpillar caps and pickup trucks." Not sure how the bugs compare to Maine, where I used to live, but I suspect the black flies and horseflies could be very nasty between late May and late July. Highest recorded winds in the US (at ground level) were at the peak of Mt Washington. Oh, yeah, snows a lot, especially as one travels inland from the Atlantic.