There are a multitude of unique and fabulously cool galleries winding along canyon road--simply follow walking directions out of the plaza and enjoy
Walking around The Plaza is a must-do. "Encompassed in the general plaza area are historic monuments, restaurants, businesses and art galleries, including the Palace of the Governors (the oldest public building in the U.S.), the New Mexico Museum of Art, Cathedral Basilica of Saint Francis of Assisi, and the Loretto Chapel" -Wikipedia