From the Canyon drop south to Sedona and the Red Rocks, then back up to Flagstaff and head east on 40 (Rt.66) to Santa Fe. Or take 89a from Flagstaff and cross Navajo/Hopi lands to the Four Corners and drop south through Taos and on to Santa Fe. Gorgeous country. It's the Rockies Lite. High elevations but not too taxing on the driving. Chama, Abiquiu, lots to see.
From there you're on your own. I have an imaginary line that runs roughly north-south through the state of NM along the Rio Grande, east of which there be beasties.

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