It might be worthwhile doing a careful comparison of wind versus photovoltaic solar, combined with passive solar house features. Here in Colorado Springs, a few hundred miles north of you, straightforward passive solar can almost get you through the winter, with just a bit of additional heat on the coldest and nastiest days. Household appliances are the biggest consideration after heat.

To get an idea of ideal wind conditions, take a trip to a nearby wind farm. It's somewhat surprising to feel how strong and steady the "breeze" (more like hurricane) is at ground level at these sites.

Useful site: http://www.emnrd.state.nm.us/ECMD/renewableenergy/wind.htm

It looks like New Mexico does have an aggressive net metering plan
http://www.renewableenergyworld.com/rea/news/article/2007/01/new-mexico-expands-net-metering-to-80-m w-47156
which is really good because then you're basically using the grid as a battery: You put power into it when you have an excess, and take from it when you need it. Hopefully balancing out at the end of the year...