Interesting time of year to go there. With the high elevation, it will be cold at night. October 2015 highs were mostly in the 50*-60* range with some highs only in the 40s or even 30s. Low temps were 17* to 38*. Plenty of 4-wheel trails, although they might not be in very good condition due to weather. There should be some snow on the peaks.
If you tire of Red River or its weather, you can always descend and camp around Cimarron SP or whatever. Plenty of fishing around Cimarron.
Check out Bandelier or some of the other Native American sites in NM. If you're feeling adventurous, track down some of the hot springs and take a soak; I've been to one about 2 miles E of Jemez Springs, but there is a short steep climb up a hillside to reach that one.