Let me first say, as a east coaster I loved the western part of the U.S. - I truly think I was born in the wrong part of the country.
Santa Fe was great, visit the Blue Corn Cafe and get a groiler of beer from them. Great food. http://www.bluecorncafe.com/
While there also visit the Palace of the Governor's, the oldest in continue use public building in the U.S., you can score some rich native American arts while there. http://www.palaceofthegovernors.org/index.php
The Santa Fe plaza is a common place within the city that has been a gathering spot since the cities inception. Here is the wiki explanation: http://en.wikipedia.org/wiki/Santa_Fe_Plaza
This will help get you started, there is so much more to see!