If you're looking for serious luxury in Santa Fe this is the place to go. The lodging itself is a little out of the way, but they've got horses and riding activities out there and offer shuttles to the plaza at regular intervals. The place is up in the mountains (with great views). Incorportated on the same grounds is the SháNah Spa - which can be used as a day spa for massages, clay baths, etc. or you can use it as a guest in the hotel (for a pretty penny).
Rooms run upwards of $200 a night.