Welcome back (almost) from the PRK. As far as issues for military getting CHLs: many instructors offer discounts on class fees for military, plus there is a reduced fee. Occasionally I see reduced fees for husband & wife couples. The only negative issue I can think of are the lame-brained on-base (or on-post for you Army guys) rules about privately-owned weapons.
As far as El Paso -- never lived there, but I notice is has the distinction of having one of the lowest, if not the lowest, murder rates for a big city in Texas. Juarez more than makes up for that, so yeah, I'd stay on this side of the border.
Best wishes on your PCS.
elb
(USAF 1982-2005)