One of the state's most famous tourist attractions is Carlsbad Caverns National Park. You'll find more than 100 lovely caves here, including the Big Room, the size of eight football fields. Two warnings: dress warmly, because the temperature in the caves is always 13C (56F); and if you're at all squeamish about bats, don't visit between May and October, when about 300,000 of the critters fly out of the caves each evening.
Artsy types head to lovely Santa Fe, known for its historic adobe buildings, excellent museums and galleries, and popular craft markets. A smaller but still worthwhile destination for art lovers is Taos, 110 kilometres (69 miles) northeast of Santa Fe. As well as a thriving arts colony, the city is a popular ski centre.
As well as skiing, you can also tackle all sorts of other outdoor sports in New Mexico. Take a guided whitewater rafting trip on the Rio Grande, go rock climbing in Cimarron Canyon State Park or cycle through the Manzano Mountains.
New Mexico's Native American pueblos (ancient villages) and reservations are popular tourist destinations for many reasons: scenic locations, fascinating history, skilled dancers and high-quality crafts. Before you go, though, make sure the destination is open to visitors, and don't forget to observe specific rules about photography and other activities.
In Albuquerque, the state's largest city, a major draw is the International Balloon Fiesta. Held each October, this event is particularly popular with children and photographers. You can learn more about this colourful sport at the Anderson-Abruzzo Albuquerque International Balloon Museum, which opened in 2005.
It may have been largely replaced by the more prosaic Interstate 40, but parts of the iconic Route 66 survive in New Mexico between Tucumcari and Gallup. Get your kicks by looking for "programmatic" architecture (basically, buildings built to look like other objects, like boots or hot dogs), vintage motels and chrome-trimmed diners.