I don't know your budget, but some of the places that Casas de Sante Fe rents out do have pools and hot tubs. They're more expensive though.
We have tons of craft breweries in the area and brew pubs for each.
New Mexico does have wineries. Most are decent, but not great. Two that stand out (I think).
Gruet: https://www.gruetwinery.com
We used to be in their champagne club but pulled out after Laurent Gruet severed his connection. They have gone toward sweeter stuff now, but a few of their 100% New Mexican grapes vintage bubblies are still very good. They have a tasting room in Santa Fe at the St. Francis hotel ... which also has a great "farm to table" bar inside called Secreto. Ah, their smoked sage margaritas!
Another is Vara: https://varawines.com
They too have a tasting room in Santa Fe. And that's where Laurent Gruet now hangs out, making his Vara/LG line.
There is a wonderful resort (with full spa and excellent restaurant named Campo) down in Albuquerque named Los Poblanos. Worth a trip. It's an organic lavender farm as well. They also make spirits, which you can try at THEIR tasting room in Santa Fe! Getting a theme here? 
A small sample of our favorite restaurants includes:
Geronimo (often the #1 rated place). They have a vegetarian tasting menu. Alas, I don't think it's vegan.
The Compound (like Geronimo, on Canyon Road which is full of galleries).
Coyote Cafe, and its rooftop (less formal) cantina. Reservations for the former, but none for the latter.
The Shed (on Palace Avenue). Modestly priced, touristy but fun.
Sazon. Very high end Mexican inspired but not like any Mexican we're usually used to.
Jambo. Afro-Caribbean. Not in downtown. More in the strip mall part of town
Paloma. Good New Mexican and modestly priced. In the rail yard district off of Guadelupe.
Izanami!!! I put the exclamation marks there. It's sort of my neighborhood's restaurant. Off of the access road to the ski area. Japanese izakaya-style (small plates). If I'm in NM for two weeks, I'll go there at least twice. It's part of a larger complex called Ten Thousand Waves, which is one of the best spa complexes in the US. Izanimi isn't cheap, but it's also not exorbitant. The spa is high priced, but we think it's worth a splurge. You soak in the grand bath before massage, and use the sauna and bath afterward. It's your afternoon.