When I was a kid we used to go to Ruidoso regularly. Haven't been back there in years tho'. Lincoln County Courthouse was always a good stop. They still had the bullet holes in the wall put there by Billy the Kid when he escaped. Carlsbad Caverns is always interesting. Hard to imagine such a huge hole in the ground. The tour guides say the Empire State Building would fit in the "Big Room". Bottomless Lakes State Park makes for a nice weekend getaway too.
I had a good day visiting Bottomless Lakes a couple of years ago. It has been a few years since I last visited Carlsbad Caverns. I plan to make some trips to Western New Mexico - much to see and visit there (I want to visit the VLA).
I love going to White Sands (especially the missile range) and the Space Hall of Fame in Alamogordo is pretty damn cool.