I am looking to do all of the above. I am not self sustaining for camping.
That helps.
(Ignore Rudy... he likes to yank my chain at every opportunity)
I'll throw out the first suggestion based on a few assumptions like you're probably headed West on I-40. There isn't much wheeling East of Albuquerque that I am familiar with so cruise on past Tucumcari and Santa Rosa unless you plan to do some fishing and want to camp at a lake.
After you pass Albuquerque you'll continue West on I-40 to an area called El Malpais. There is a BLM office on main road that goes South from I-40 and the East side of the area. You can check there for more information and places to visit. It is an interesting area. There used to be a campground on the East side but I heard it was closed. If they reopened it then you can camp there and do some hiking in that area, then head to the "Backcountry Byway" that goes through El Malpais to the paved road that is on the West side of the area.
That dirt road can be challenging this time of the year and there are several places where you can take relatively short hikes.. When you get to the West side of El Malpais you can head to El Morro national monument where they have the other camp ground.
As you are heading out and back to I-40, there are a couple of things to do; Ice caves (though that makes more sense in the summer), a volcano cone hike, and a hike through several caves in the area. You could easily do 3 days in the area or 1 very long day if you rushed. Read the El Malpais materials so you are informed of the hazards in this area. It can get brutally cold so be prepared for single-digits overnight.
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There are many other places depending on your interests.
* Technology: The VLA with some wheeling in the area of Kelly in the Magdalenas
* Waterfowl and wildlife: Socorro area with wheeling at Gordy Hill.
* Archaeology: (Everywhere) with places like Chaco Canyon where there is a campground and a lot of hikes but not much in the way of wheeling since they have almost paved the road out there. The "back way" to Chaco can get interesting (long story.)
* Ghost towns: Kelly as mentioned above but there are many more.
* Skiing and snow sports: Head north to Santa Fe, Taos, Durango with opportunities for snow wheeling down just about any forest road.
That's a start.
-Mike-