I was never all that impressed with Roswell. This may be your plan already, but spend more time seeing the natural stuff (esp. Carlsbad Caverns) and use Roswell as a place to sleep at night.

As for Santa Fe, if you're into galleries you can be entertained for days. If not, could be a different story. When are you planning to be there? If it happens to be in December, the luminarias around the Plaza are worth seeing.