Santa Fe. Full of museums, quaintness, more adobe than you'll ever see in the US in one place, and 300+ restaurants. We've tried a number of RV CG's there and found Trailer Ranch to be the best. It's south of the city center on Cerillos Rd. Don't try to go through downtown with a trailer.
Taos, once an artist colony, and now a strange mixture, is north of Santa Fe and is also quaint.
Angel Fire is in the mountains NE of Santa Fe and east of Taos and may still have skiing. Monte Verde RV park is owned by an Airstream owner, but may be closed for the shoulder season now.
There are several Indian pueblos that are open to tourists. The one just outside of Taos is.
Both cities have many galleries with all sorts of art and weavings. Chimayó, east of the highway to Taos, has Ortega, a company that makes some nice weavings. The back roads between Santa Fe and Taos will take you through some traditional villages.
This is only a little bit of what is worth seeing in NM.