Quote Originally Posted by Megan
then either head north toward the parks around Santa Fe
If I may ask, which parks? Some places are open all year, others are not.

Santa Fe is at a fairly high elevation, 7000 ft. above sea level. The average nighttime temperature in January is about 18 degrees F, and it can get a lot colder than that. Michael's recommendation that you have a good cold weather sleeping bag is entirely correct. You would want something rated down to at least 0 degrees F. If it really gets cold, a zero-degree (F) bag won't be enough.