If you go to New Mexico, I enjoyed visiting White Sands national monument. I also timed my visit for one of the days the Trinity site (location of the first nuclear bomb test in WWII) is open. They open it to the public only twice a year, first Saturdays of April and October.

Of course, I'm a space geek, so I also visited the space museum in Alamogordo and the Very Large Array near Socorro.