As someone who was stuck there for six weeks in Sept/Oct 2003, let me tell you, theres not a whole lot to do. However since you are only there a couple days heres what I found:

1. Santa Fe: went twice - hated it both times, mind you I'm not an artsy fartsy guy so that definitely skews my opinion, but there isn't jack squat to do there, nothing you can't see in Old Town

2. Old Town - I stayed at the Sheraton Old town and walked through OT, its good for dinner basically, to gift shop for junk, but for an afternoon, its worth killing some time there.. If you like to run, the Rio Grande River is roughly a mile from the OT sheraton, it has a trail running along it that is a nice run, and in the summer the botanical gardens are there, and a butterfly sanctuary which was cool

3. Sandia Peak, now this is awesome, the tram ride is incredible, I would love to see it this time of year. there's a restaurant at the top too, pricey but its worth it. You can hike (in the fall anyway) the top of the mountain ridge too.. this was my favorite


4. Downtown - Forget it.. nothing there, vacant at night and on the weekend

5. Hyatt Tamaya Resort - a neat place to kill a couple hours and have a drink or bite to eat
http://tamaya.hyatt.com/property/index.jhtml

6. Casino's, a ton of the west on I-40

7. Balloons - not sure if they go this time of year, but it is the balloon capital of the world and they will sell you a ride if you want. It would be so cold this time of year though

hmmm I'll edit if I think of anything else