Cimarron, New Mexico- If you have kids that are boy scouts you have to go to Philmont Scout Ranch. So much to see, so much to hike. You can see wild turkeys, bear, mountain lion, buffalo, sheep, horses, and you have tons of fun and don't even realize you are hiking 10 miles a day!
Even if you aren't a Scout, you have to see the tooth of time, the Saint James Hotel in downtown Cimarron, it is haunted! Stop in for a great buffalo burger and check out the gun shot holes! Last stop on the Santa Fee Trail! Check the high school where they filmed part of Red Dawn.
Great little desert town with mountain peaks that have upto six feet of snow on the tops in July!
Sandia Tramway. Go to the top of a 10,000 foot mountain with a view of most of NM. Hike around the high alpine forest just a few miles from the state's largest city. Everyone thinks NM is a flat, desolate desert. This will convince you otherwise.
The Chili, Carlsbad Caverns, Fort Sumpter (Billy the Kid, Pat Garrett, Lincoln County Wars), Bottomless Lakes (good for a day trip) - other than that not much. This is all on Roswell and the Surrounding Areas.
A word of caution - If your thinking about the UFO Museum may I suggest getting a $5.00/person, standing out front and lighting each of the bills on fire. It's much better entertainment. The UFO Museum is serious disappointment.
I've lived in NM for 30 years. The light, the landscape, the outdoor sports of almost every kind, and certainly the food, both traditional and high flying cuisine. NM crawls under your skin. Very hard place to leave.
I think can can agree with just about everything that was mentioned above. The one thing that keeps me here is the natural beauty of the outdoors. It seems like everywhere you travel in New Mexico in every direction, the scenery is absolutely breathtaking. J