the KOA in Carlsbad is your best bet.
Roswell Alien museum
cross the mountains on 70 and 380. this route takes you through some of Billy the Kid's country.
there's a nice little federal campground just west of Carrizozo. elec, water and dump station.
going up I 25, there's a real nice rv park at the Isleta Casino. golf course, water, fishing, walking, and it's right on the light rail service which is pretty reasonable to use. the rv park costs around $35.00 a night. a shuttle will take you up to the casino where they have fair to middling dining.
this place is just south of Albuquerque, so it's not far from the balloons gathering.