Too much of a Good Thing

I have an interview for a whole 'nother job. I'm not sure if I'm happy about this. This job is local, so I wouldn't have to move. I think the pay would end up being comparable in terms of raw amount, but the cost of living in New Mexico is only about 85% of what it is here. But, the truth is that the New Mexico job is probably a better job. I have a feeling it will have more room for advancement and skills development. But it'll probably also be harder to get.

My biggest worry is that I'll get an offer on the local job and have to give them a yes or no before I even interview for the New Mexico job. And if I turn down the local job, and don't get the New Mexico one, I'll feel stupid. And if I take the local job, but could have gotten the New Mexico job, I'll still feel stupid.