If you go down by San Antonio - it's a lot greener than the places up by the AZ border. You get the rain, slightly cooler temps, humidity, it's pretty nice year round. You get slightly less extreme heats up by SA than by the border of mexico, but if you like a tropical climate, coming further south (there's also the beaches, Corpus Christi area.) then the border may be a good choice.
Del Rio for example, has all the amenities of a big town, (doctors/dentists, lowes, home depot, shopping mallls, etc etc. Even a starbucks!) and is about 2 hours from the bigger cities, like San Antonio... it makes land cheaper if you live inbetween. Hondo is close to SA, and has a lot of very nice land too for relatively cheap. You're far more rural, but since SA is like 45 minutes away, you have access to everything there, too.
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Thanks. It's always good to get good perspective of the terrain. I haven't been too keen on humidity but may have to get used to it. We are good here for at least three more years.