I've seen the Hot Springs book for the entire Southwest, not just NM. Not sure what it's called. I'm sure you could find it on Amazon or something. It is a GREAT book. It has free and privately owned hot springs, as well as great directions, guidelines on clothing, etc.
Durango, CO is always beautiful (okay, I'm biased!
). But there's not many *events* here. Just driving the loop from Durango to Ouray to Silverton to Telluride to Cortez is really beautiful and a full-day's adventure. In Cortez is Mesa Verde (ancient cliff dwellings - very cool).
Also, if you go to Albuquerque, be sure to stay in their Hostel. It is GREAT!!! VERY family friendly as far as hostels go. Go to www.hostelz.com
for personal reviews on hostels all over the country. The zoo in Albuquerque is stellar, and the Petroglyphs Nat. Monument is also in Alb. and makes a nice half-day activity. In Taos, I love seeing the Earthship community. There is a model house that you can tour.
Moab, UT is very beautiful too (Arches N.P.) with a hostel and lots of camping (though camping in November would be COLD!)