Welcome from another new New Mexican. New to TT camping and this forum, anyway.
Here's what little I can say about NM state campgrounds: I've been to Brantley Lake on the way to Carlsbad Caverns and found it a nice way point - but I'm not certain I'd call it a destination by itself. I have heard wonderful things about City of Rocks. I also had a good time tent camping on the way to Fenton Lake - but I'd never be able to get a trailer to that camping spot!
Hope to meet you out there.