I agree with the crowds at Santa Fe - especially on the holidays/weekends.
If you are in Albuquerque (or nearby), Sandia can be tons of fun during times of good snow. Its rather small and the lifts arent high-speed, but its never very crowded, its cheap and very close to town.
As for the others, Ive enjoyed Angel Fire more than Santa Fe -- its very boarder friendly with a good laid-back kind of feeling. I wasnt too big a fan of Taos, but will definitely go back for variety.
I havent tried Apache, Sippapu (sp?), or Red River. Will be going to Wolf Creek in Southern CO this year -- rumored to be about 3.5-4 hours from Alb.