some good parks in ABQ are La Cueva/North Domingo Baca park (locals call it New Park), Los Altos, and I guess Alamosa. Santa Fe has some nice stuff, they just built a new park at the Genoveva Chavez center and it's like a street league park, super smooth.
downtown is a ghost town at night, you shouldn't have any problems. UNM campus has a bunch of little cutty stuff. let me know what you like to skate and i can think of some spots for ya