Well, I always went to ABQ for work, not play. But I quite enjoyed driving through the Los Alamos caldera and taking a few short hikes. It's a day trip or an overnight. Lots of cool stuff to see and do in New Mexico, but like most of the west, there are miles and miles of miles and miles in between them.
Hint: Don't forget the altitude. If you are coming from sea level, and try to do anything athletic, you will feel like a weak old man for a few days before you acclimate!
Hint 2: Flying into ABQ in the summer time - especially SLC to ABQ, is all about turbulence. Do not order a glass of red wine, unless you think the stains would enhance your outfit.