The only day spa in SF that I know of is Ten Thousand Waves.
There was a thread recently (last week?) about Santa Fe, so you might search for it. The pueblo Nelie is talking about is Acoma.
My favorite site-seeing place in New Mexico is El Morro, or Inscription Rock. It is west of Albuquerque toward Zuni. Lots of people have inscribed the rock over the years, from Ancient Ones with Petroglyphs, to Spanish explorers (like Onate who actually carved his name over a petroglyph {jerk!}), to Civil War soldiers. It is very cool.
If you want serious skiing and inexpensive spa/pampering, I would go to Pagosa Springs instead.