It's hard to say. Your home lives by a gulch, which are common thoroughfares for skinwalkers in New Mexico and Arizona. Not to mention that your home is located on old indian tromping grounds. The Navajo are very superstitious about building homes in such areas. A local school in my area has had a history of problems, including alot of strange and bad behaviour by the young students. Last summer as they were expanding the school, they discovered that it was built on Anasazi grounds. Made the front page of the local newspapers as if this was the cause for the school's troubles. Having lived on old Anasazi grounds, there is something to it.
If it is really perturbing you, I'd really take up Cleo's suggestion of a motion activated digital camera. It could be just an animal and then you can start enjoying your new home much more. If it was a skinwalker, it would be doing alot more to let you know of its presence. It would do things like knocking on your windows and doors. The main calling card of a skinwalker is flute playing. Generally, the flute song is a mournful creepy kind of music or in the case of our own skinwalker, it is a discordant jumbled mess of notes that is also pretty chilling. You probably would've also had a look a glimpse of it as well by now. From a distance, it would look like a very strange, unidentifiable animal lurking in the distance. Everything about it would be odd, especially its gait.
Rest easy, it's probably just an animal. :)