Close to the New Mexico/Texas/Mexico border, this is a National Park with bright white sand dunes! The sand is made from gypsum, and is surprisingly not hot to the touch, despite the high temperatures in the area.
More than anything it is a cool place to see, and is right next to the White Sands Missile Range. It's a good place to make a quick stop and jump around in the dunes. If you're looking for a really different desert landscape, this may be it.