My wife and I visited New Mexico on vaction a few years ago. In addition to being hard to spell, Albuquerque is nothing special. But they have hot-air balloon rides there which are AWESOME! One the most enjoyable things I have ever done.
I think we went to the same restaurant as you.
Sante Fe is also nice, but not must-see. But the slot canyon and tent rocks at Kasha-Katuwe National Monument between Santa Fe and Albuquerque are AWESOME! And definitely worth going to.
We also planned to hike in the dormant super volcano Valles Caldera, but it rained when we got there.
Like anywhere, you have to find the good stuff.