I can't tell the difference. Honestly. I keep going to New Mexico, I like it, but I still can't figure out if such-and-such restaurant or shop or what-have-you is in Albuquerque, or Santa Fe. Or even one of the suburbs.
Take notes if you plan on staying for a bit and might want to visit the same place twice...
I love New Mexico, even though I have trouble enthusing about much. The restaurants strike me as rather uniform, but this is probably because NM is oddly, adamantly non-vegetarian. Meat isn't just the menu, it slips in by accident (in sauces and other unexpected places: ask before you order). Haute cuisine is not really the order of the day save for a few places, none of which had menus commensurate with their prices -- I suppose you can ask for a lot if yours is the _only_ French (etc) game in town. The food might be great, but if you don't want meat, even Vegas is a better idea.
Shopping is a bit of the same-old same-old in most of the touristy districts, and I think Santa Fe and Albuquerque are really suffering from this. It is store after store after store of turquoise jewellery and other unfortunately predictable Native American arts. This is entertaining for the first five or six stores, and then you realize that you are looking at your 503rd bottle of hot sauce, 647th piece of stamped silver, and that that woman who was bragging about her collection of refrigerator magnets is STILL following you. Run!
Head for a side street. Here and there there are little boutiques selling stuff that you haven't seen before, and, more importantly, stuff that nobody else is selling. (Just grab the obligatory thing of dried cayenne peppers, hot sauce, or cactus-shaped magnet for your friends back home and then get out of the teeming tourist throngs.) You might also run into actual New Mexico residents, who are unique insofar as they all seem to be taller than you, even though they are all smoking non-stop.
Peer through the smoke and note the sky and rocks, which really _are_ those weird hues that decimated restaurant design throughout North America. Pink and turquoise sky -- who knew?
Garrison Keillor referred to this part of the world as an 'adobe playground' or similar, and it is -- the buildings are adobe, adobe, adobe. That crossed with the weird hues mean you don't forget you're no longer at home, which is a plus. If you're coming out of a metropolis it's a nice reminder that there are parts of the US that don't smell of urine. And there are cultural oddities beyond legal fireworks: Christmas sees a lot of 'luminarias' on the houses, a sort of Mexican version of the Christmas lights -- paper bags filled with sand with a candle plonked in. (Yes, it _does_ sound flammable, which is why most of the 'luminarias' you'll see are plastic with an electric glow. But it's still a surprise...)
It's a good escape from a more urban area for a lot of reasons. The Santa Fe-Albuquerque area is so isolated, so surrounded by desert, that you can easily get the feeling of being pleasantly far from home. Despite the aforementioned civic problem of entire neighbourhoods devoted to nothing but the turquoise jewellery and hot sauce trade, there are still a lot of things to be seen here -- bring good walking shoes. The cities aren't small-town but lack the pretentious wanna-be-urban attitude attacking so many medium-sized US cities.
* looks like a nice place to retire, which apparently a common sentiment judging by the population of some of the suburbs -- golf and tranquility reign * there is an outlet mall off the main highway between the two cities that has a lot of surprisingly nice stores * suburbs seem rather uniform -- chain stores only * if you are in a nearby area, prefer driving to flying -- the scenery (giant red rock formations) is worth it * climate seems slightly hard to predict but pleasantly free of extremes * roads slightly less travelled abound; keep going and check out Taos, or see more uniformity-in-tourist stores in Roswell...