The Wine and Chile Festival is going on this weekend, so it is going to be busy around town. If you want something nice that is on the pricey side, look at The Compound or Geronimo for mixed American and the Shed for good New Mexican. All will require a reservation, but are really good.
These are personal preferences, but moderately priced places:
Best Burger - Rio Chama or Mucho Gusto
Best New Mexican - Guadalupe Cafe, Tia Sophias
Best Huevos Rancheros - Tune Up Cafe, Tia Sophias
Best Pancakes - Counter Culture
Best Burritos - Horseman's Haven
Sushi - Kohnami
BBQ - Whole Hog Cafe
There is a ton of good food in town. Let me know what you guys like and I can narrow it down for you a bit. If it is an anniversary, check out 10,000 Waves Spa too. It is a cool Japanese Style Spa with awesome hot tubs, but make sure to get a private pool or you will have to deal with a sausage fest!