TrojanHorse,
You might want to go all the way to Taos. It's about 1 1/2 hours north of Santa Fe and quite different. Really artsy. Also the Taos Pueblo is right out of the movies (literally... you'll recognize it, I think)

Lots of galleries with famous artists roaming around. Good restaurants too. Try the Trading Post Cafe in Ranchos de Taos, and ask for Kimberly or Rene, and tell them I sent you (Rita Thieme, Karen's sister... they'll know and welcome you bigtime). It's unassuming from the outside, and a really sophisticated/casual place inside.

Also, go to the Bavarian Restaurant http://thebavarian.com/
at the Taos Ski Area. Go to the base of the ski area, and follow the road up the mountain. The Bavarian is about a third of the way up the mountain, and is a lovely place. Run by Swiss people, the restaurant is open summer and winter.

Ask to see their rooms. They're magical.

The Bavarian is the type of place where you might run into Julia Roberts and her hubby. Also during the wintertime there's one night a week when they feature authentic swiss fondue. That's an event!

Also, go to the north end of Taos, at the four way stop (some locals call it the old blinking light, since they just changed it to a real light from a blinking light about 5 years ago.) Head west and drive out to the bridge over the Rio Grande gorge.

Or, if you want to get on the Rio Grande itself (not very grande at this point), there are raft rides south of Taos, in the town of Pilar area.

Hey, finally, if you are going to drive to Taos, watch the speed limits through the little towns north of Santa Fe. The cops love to pull people over for speeding, and the posted speeds can go from 55 to 30 in an instant.

Further, if you drive, be sure you arrive at Taos during daylight. About 10 miles south of town you'll go through a hairpin "S" turn... after which is the most phenomenal, breathtaking view of the Taos Valley imaginable.