I guess that's up to whomever shows up... there's the zoo/aquarium and the malls... I can't think of anything else off hand except the horse show. (The actual horse show runs 17th-25th--it's HUGE.)

There's a bunny rescue...
Trail riding...
Santa Fe (ie OUTLET MALLS! lol) aren't too far away...

The only horse show I *really* want to attend is on the night of the 25th--and it's the culmination of all the events, "best in show" so to speak...

I'll try to find some links of places to visit, etc.