Mulder, Scully... help?

Dawn and I are heading to New Mexico for a little mini vaction this weekend. We decide to pick somewhere strange that neither of us had ever been to. So we are flying into Albuquerque, renting an "economy" car and checking the state out. So far the list includes: Truth or Consequences, White Sands, that big "grayed out" area on the map, and Roswell. If anybody has any last minute suggestions, please let me know. thanks! _b