I've been to Roswell and Southeastern New Mexico (I've grown up in West Texas...just a few hours from the NM/TX stateline) a lot. The weather is dry and not a lot of rain...but it isn't desert necessarily in that area. It is grasslands mostly until you keep going further south (Los Cruces.
Around Fort Sumner (Billy the Kid), you are around the Caprock and the further south you go like Roswell (aliens), it is still grassland. Each part of the state has its own type of tourist attractions and "culture." The Rio Grande Valley is beautiful and that type of culture is more focused on the Native Americans living there and Spanish origins.
The further you live in south in the state, the less rain you will get. Southeastern New Mexico has several good universities such as Eastern New Mexico University, New Mexico State, and several colleges.
You can't compare the climate in Santa Fe to Roswell or Carlsbad just like you can't compare it to Silver City. The entire state has different types of weather just like Texas.
Personally I've been to Ruidoso and the mountains are nice (but low) compared to those in Santa Fe, Taos, or even in Colorado.