The National Museum of Nuclear Science and History is well worth a visit. Not only are the exhibits fascinating but the people are friendly too. Plenty of aircraft outside, including a B-52 which actually dropped a nuclear bomb. The museum is behind the airport, so you might see some ANG F-16's too.
If you like the tv show breaking bad, you could visit Walt's house.
In Santa Fe, the Santa Fe bite makes an amazing green chili cheeseburger and is one of the best thing's I have ever eaten. Just make sure you follow the correct google maps directions as the old location shows up first sometimes.
The San Miguel mission in Santa Fe is the oldest Church in the USA.
Old Santa Fe (where the above two places are) is a nice place to walk around. The architecture was fascinating to me as it's so different to where I am from.