I said I believe you but in my many (many) trips across New Mexico from east to west and north to south, on hunting trips, vacation trips, art workshops and just passing through to other places, we have never encountered a DUI check point. I have never noticed people being stopped at any kind of check point at all.
4:15 PM last saturday on Route 55, just west of route 340 in Front Royal, VA. I was a passenger and my friends who were driving pointed out the honest and crooked cops as we went by. At least our checkpoint had a mixture of both, but it did nothing more than collect a bit of expired sticker and seatbelt revenue.
I live in Rio Rancho (near Albuquerque), they exist. They happen all over the metro area - just not on the freeways or the really big highways. Usually, they'll be on a large side street, or even some of the smaller streets in problem areas. They happen just about every weekend over the summer, more so during holiday weekends.