Good point on the beer... we have an incredible array of microbreweries in ABQ and surrounding areas.
THIS. EXACTLY.
My previous comment in this thread was entirely tongue in cheek, I hope you know. I get a little tired of people stereotyping my home city/state sometimes, though.
Like any other place, you take the good with the bad in NM. I lived in what would be considered one of the worst neighborhoods in ABQ for 7 years. Signs in Spanish, junkies under the bridges and on the corners, low riders and real deal gangsters. One night a guy was shot dead and dumped three blocks from our house after having his car jacked in a drug deal gone wrong. We had neighbors in the rental house next door dealing drugs. Gunshots 2-3 times a week. The lady caddy corner to us across the street shot her boyfriend after he beat her up. All that, and I still used to park my 4Runners on the street at night with no worries (despite having a garage), and never had a problem.
Why? Because although there was violent crime, there was very little property crime. People don't crap where they eat, if you know what I mean. If you tried to steal someone else's property in that neighborhood, you would likely meet a gun.
I grew up in a different part of town, and have since moved back. This is the "fancy" part of town, where there are good schools, nice parks, big houses, cute suburban shopping centers and strip malls, and nice cars. I have had my vehicles broken into 6 or 7 times through the years up here. The crooks actually tried to steal my Supra once, and spun every lock cylinder on the vehicle with an impact driver. The previous owner of our current home was burglarized, as well as the guy across the street. I park my vehicles in the garage up here and my two pitbulls take care of the house.
My point is that you have to be aware of your surroundings. People who steal target the areas where the risk is low and the reward is high. Lock your car, set your alarm, don't keep valuables in sight, and park in areas where your 4Runner will be visible and see lots of foot traffic. When you pump gas, look around. Don't behave like a victim and you won't become a victim. I will say that you have to be responsible for yourself around here, because our Police force is currently understaffed and stretched to the limit. Property crimes and traffic crimes are virtually ignored to allow officers and detectives to focus on violent and drug related crimes. If you're really worried, lower your comprehensive deductible to $250 and get AAA before the trip so you don't have to leave your vehicle on the side of the road somewhere, making it a target.
That is all the negative crime stuff, since we are focused on that.
I suggest that maybe you should spend some time Googling all the great food, breweries, national parks and monuments, historical sites and ruins, hiking and biking trails, museums and cultural exhibits, 4WD trails, and unique shops and hotels. Come enjoy the local flavor, and if you get out to rural areas, the local hospitality.
Last but not least, I read this forum almost daily and not ONE of the threads about break-ins and stolen vehicles has been based on events taking place in NM.