It will be a change from NC, but not too bad. I grew up in El Paso, but left in '89. I take my family back to visit every so often.
It's very dry there. You're in the middle of the Chihuahuan desert. In the summer, the temps can get well over 100, but it cools down nice at night due to there being very little humidity in the air to keep the daytime heat.
It's a large, sprawling city that wraps around the Franklin Mountains. I've heard that it's been rated one of the most congested cities lately, though. The way it's laid out, you can get to just about any part of the city without hitting the interstate.
Fort Bliss is near central El Paso. Not really the best neighborhoods. If you have on base housing, that's fine, but if you live off base, look for something out in far Northeast or the East Side. Those are newer neighborhoods, and generally not that bad.
It's a predominantly Roman Catholic city, but has a growing protestant population, and both seem to get along with each other.
Shopping sucked when I lived there, but I've seen lots of new stores and restaurants come in. Old Mesilla in Las Cruces, NM (about 1/2 drive) has some really cool southwest stuff.
Further up in NM is Sante Fe and Taos, both with lots of arts and crafts. I used to go up to Cloudcroft alot. We used to rent a cabin up there in the winter. And you have to do White Sands. Bring lots of sunscreen, and a lot of water to wash all the sand off.
If you decide to take a trip across the border in Juarez, go with someone who been around. It can get a little dangerous.
Fort Bliss is the second largest base in the area. There are lots of military families (both active and retired) so you will have plenty of opportunity to connect.
I wish you the best, and pray you'll have a smooth transition and good time there.