Another note: There are times (yes, in winter too) when Santa Fe or Taos can work as a place to stay without being too cold, and there are other times when there's no way. The conditions and weather vary a LOT from year to year, so there might be a VERY cold December followed by a mild, slightly cold December, though the warmer times are a bit less likely to have snow for skiing, so you might plan for one thing and encounter something different.
One other thing on the lows: It's not unusual to have most of a day be sunny with a high, say 35º, and a low of, say 0º, where an hour or two after sunrise it's into the low 20s and doesn't drop below that until after sunset, then gently drops to 15º at midnight, then creeps down to that 0º, repeating the next day. But there are large variations on that theme. My main point being that the temperature swings in the high country (Colorado, New Mexico, Wyoming, parts of Arizona, etc.) tend to be greater than the swings in more eastern parts of the country.
So a low of, say 0º, might be down there for a fraction of the time you'd see it in Indiana.
BUT, it's not ALWAYS that way, just be aware...