Your experience in Santa Fe is always going to depend on the specific attractions you see. Most of the items mentioned in this thread are directed specifically to out-of-towners and are thus going to be more expensive. Here's my take as a native New Mexican:

Unless you are specifically interested in the history of the Catholic Church in New Mexico, the cathedrals/chapels are not going to be worth your time. Loretto Chapel (known for the spiral staircase made without nails) is really just a nice church with a spiral staircase. I've been there for a wedding; it's not that interesting on its own. I've also been to the Santuario church in Chimayo (north of SF) for a Mass, and again, cool to go to a Mass there and hear about the "miracle" dirt if you're interested in Catholic history but not a stand-alone tourist attraction.

I highly recommend the galleries on Canyon Rd., and they are all clustered together for a nice afternoon stroll. The area around the Plaza in general is nice to walk around, plenty of shopping if that's your thing. I've never been to the Opera but have heard great things about it too if it's on while you're in town.

Outside of that, I usually spent weekends in Santa Fe going around to yard sales and at the giant flea market that used to be near the Opera House (not sure if it's still there) and made some amazing furniture finds. Not the first thing on most people's vacation list, but I loved it. Also, there are some gorgeous mountain drives if you head toward Los Alamos, Jemez, Pecos, or really anywhere north of the city.

As someone mentioned above, traffic is pretty bad so if you are interested in the Plaza area, try to stay nearby so that you can walk to most things (not sure if you're flying or driving to get there, but you'd still need a car to get from the airport in ABQ and for all the other stuff I mentioned.)

Feel free to PM me if you're looking for more specifics on the particular dates you're considering.