The Jamez Mountains NW of Santa Fe is teeming with hot springs. Take the mountain road that goes from Los Alamos through the spectacular Valles Caldera to Jamez Springs. This is one of the world's great mountain drives. There is a springs in Jamez Springs (obviously) with facilities. But, far more fun are several undeveloped hot springs in the Santa Fe National Forest. A Google search will reveal the best known ones. Some require a bit of hiking along Forest Service trails. There are also several great NF campgrounds along this road.
And, of course, don't miss Bandelier National Monument. In addition to the main ruins, there is also a detached unit called Tsankawi Trail that most people overlook. It is a fascinating loop trail through an unexcavated ruin. Recommended.
Formerly: 2005 Airstream Interstate (Sprinter 2500 T1N)
Now!: 2014 Great West Vans Legend SE (Sprinter 3500 NCV3 I4)