Check the weather conditions in the area where you'll be staying. The high peaks of the Sandia and Rocky Mountains are naturally going to have much cooler temperatures than the lower-lying areas -- and the entire state tends to be more temperate than you might imagine. Plan for cool days and nights in the winter, hovering around the 40s and 50s Fahrenheit, and warm days in the high 80s and cooler nights in the summer. Even in July, nighttime lows can be in the mid-50s.
Discuss the activities you'll be doing with your travel partners. New Mexico is a big state with lots to do; if you're planning to spend your time cruising the art galleries or snapping photos at one of the pueblos -- the ancient cliffside homes of the indigenous people of the area -- you're going to need very different attire than you will if you plan to go skiing in the mountains. If you're unsure where your adventure is going to take you, check out New Mexico's official travel guide for some ideas. New Mexico has a fairly casual atmosphere overall, so in general, casual, lightweight clothing is appropriate in most places.
Bring along a pair of comfortable walking shoes -- if not a more sturdy pair of hiking shoes. No matter what you do, traveling to a new area means lots of walking. Be kind to your feet and bring shoes that will accommodate that.
Pack items you can layer on top of one another. Even in summer the nights are cool, so don't leave home without a sweater or leather jacket, scarf, and a hat for sun and wind. If you're traveling during winter, also include a pair of gloves and long underwear for layering -- not to mention any heavy winter coats and ski pants you might need for outdoor adventuring.
Bring items to protect your skin. The state gets plenty of sun, so that means you're going to need at least one pair of sunglasses and plenty of sunscreen, but you'll also need a decent moisturizer. The air is quite dry in New Mexico, so a water bottle you can fill up often will also be in order.
