Hi Robert
Not sure where you would be coming from, what you would be interested in seeing, general sightseeing, trails etc, but here are a few general areas/some specific I have visited that are well worth researching and maybe adding to a "Must see list" I can group some of these in general areas if you wish-at least it's a start.
Colorado in general is awesome, way to many places to list, you could spend a lifetime in Colorado alone visiting. Rocky Mountain National Park is awesome (North West of Denver). Mount Evans (West of Denver). Guanella Pass (West of Denver-South from Georgetown, CO). Pikes Peak (West of Colorado Springs), Garden Of the Gods (Colorado Springs). Salida, CO area. Creede,CO area (headwaters of the Rio Grande River). Pagosa Springs, CO. Durango, Co, Vallecito, CO, Silverton/Ouray, CO (North of Durango area). Red Mountain Pass (outside going North from Silverton area). Great Sand Dunes (Southern Colorado area).
New Mexico areas worth visiting are separated by long distances-lots of driving). Chama, NM area-(Northern NM). Taos area. Aztec Ruins Aztec, NM. Chaco Canyon-Chaco Culture National Historical Park-Indian Ruins- Northern NM. White Sands National Monument -Southern NM. Ruidoso, Alto and Cloudcroft-South NM area. Carlsbad Caverns, Southern NM area.
Hope this helps.
Bob