I lived in Roswell for 20 years. A quick summary is that it's 200 miles from anywhere, and the UFO stuff isn't worth seeing. If you ever do find yourself in Roswell, be sure to visit the city's art museum, not just for the art, but for the recreated Goddard workshop. Dr. Robert Goddard did most of his liquid-fueled rocket testing on a ranch just outside Roswell. I've met some of the people who were involved with the UFO incident, and they are normal people, not crazies, and long story short, something happened in 1947 that the government are still covering up, but I don't believe for a minute that it was aliens. UFOs were in the news at that time, and it was a convenient cover story. My personal bets are for either a rogue V2 - testing of captured V2s was going on at White Sands at that time - or a nonexplosive nuclear accident. The 509th bomb wing stationed at Rowswell at that time was the only unit flying missions with live nuclear weapons (in super-cool B-36s!). If they accidentally dropped a weapon that wasn't armed, so soon after the end of WWII, that would have definately been an incident to cover up. All the UFO publicity over the last 20 years is the result of a couple of people in the chamber of Commerce and City Council deciding (and this is really true) if Deming could attract thousands of people for a duck race (google this), Roswell ought to get some tourists with its UFO connection, so they started having UFO events and now tens of thousands of people come every year. Previously, unless you were working in oil and gas or ranching, Roswell was a lunch stop on the way to Carlsbad Caverns or Ruidoso. Also, if you're into history of the Wild West, be sure to see Lincoln, NM, which is 55 miles west of Roswell, it's where much of Billy the Kid's legend was established, and is probably the single best old west location there is. It's almost exactly as it was in 1880, definitely a must-see for history buffs.
If you dig mountains, southwestern Colorado is outstanding, but it's too early in the season, need to come after Memorial Day. I now live in Ouray County, Colorado.
Havasupai is a cool hike, I did it in college back in the late '60s, but it was a long slog back then, around 8 miles each way IIRC. The falls are beautiful, but it's a long, hot, dry hike. I was in graduate school at Flag, lots to see and do there - the Canyon, Oak Creek (although it's clogged with tourists now), Lowell Observatory (a must see for space buffs, Lowell did his Mars observations here, Pluto was discovered here, and they have telescope viewings many evenings, as well as tours during the day), and a great museum. Best Mexican food is La Fonda, family owned for decades, and great steaks at Mormon Lake Lodge southeast of town about 25 miles. They used to have a 2-lb. porterhouse you could literally cut with a fork, but no more. Still, the steaks are very good. A landmark country bar is the Museum Club, much tamer now than in the old days. We used to joke that if you didn't have a gun or knife, they'd issue you one at the door. That's all cleaned up now, it's a safe, good place. If you like historic hotels, there's the Monte Vista and the Weatherford in Flag, and don't miss La Posada in Winslow, a restored Harvey House very fine hotel. Also, at the main intersection in Winslow is the statue of Jackson Browne called "Standin' on the Corner", with an Eagles tribute, probably Winslow's principal tourist draw these days (seriously, people stand in line to have their photos taken with the statue and the restored Flatbed Ford parked next to it). Have a great trip.