Anyone who's lived through an Albuquerque spring knows the wind doesn't just bring dust to the patio. It pushes fine grit through window gaps, door sweeps, and HVAC returns, and settles it on every horizontal surface in the house.
Start where it gets in. Window tracks and sliding-door tracks are dust traps; vacuum them with a crevice tool, then wipe with a damp cloth. Check door sweeps and weatherstripping, especially on the windward side of the house.
Dust top to bottom, and use a damp microfiber cloth instead of a dry duster. Dry dusting in a dry climate mostly moves dust into the air, where it settles again an hour later. Ceiling fans, vent covers, and the tops of door frames come first; floors always come last.
Change HVAC filters more often than the package suggests, especially after windy weeks or nearby construction. And keep a good doormat at every entry. It's the cheapest dust control you can buy.