There are beautiful, historic Missions on the Mission Trail, the wonderful Riverwalk area, downtown, and the newer part(of riverwalk,) for cycling, jogging and walking. There is an amazing, historic sunken garden right next door to the zoo. They have a space needle left over from the Worlds Fair. Fredericksburg is a historic town nearby, very walkable, with lots of shops. And the food! Wonderful food everywhere!
Ooooppps! Nevermind!! I cannot delete my post and I obviously read that so wrong!! (My brain said San Antonio.) Ooops! But do be sure to go to the Sante Fe Railyard Farmers Market. Really nice this time of year.
And just down the road is a wonderful little historic mission called Chimayo, famous for "miracle sand." People make a pilgrimage there on holy days, such as Easter. In Sante Fe, you will want to see the inside of the Cathedral Basilica, and other historic shrines.