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While it's long been an obligatory stop on any trip to the American Southwest, Santa Fe has a way of surprising first-timers who think they know what to expect. Nestled in the Sangre de Cristo Mountains, it's a high-altitude town that's as much cool-air mountain retreat as it is sunny high-desert hideaway.

Sure, this tri-cultural community has plenty of ancient adobe buildings housing long-running restaurants, hotels, museums, and galleries, but New Mexico’s capital also receives a steady influx of hip new dining venues and edgy shops. Most recently, Santa Fe unveiled a completely re-imagined downtown neighborhood, the Railyard District, adding yet another intriguing facet to this radiant city.

5…Cover four centuries in two quick stops.

You can truly appreciate the lengthy span of Santa Fe's history by visiting two adjacent buildings, just off the historic downtown Plaza: the venerable, low-slung Palace of the Governors (105 W. Palace Ave., 505-476-5100, http://www.palaceofthegovernors.org), which dates to 1609 and is the oldest continuously occupied public building in the United States, and, just across the courtyard, the New Mexico History Museum (http://www.nmhistorymuseum.org), which opened in 2009 inside a stately building designed in the local Pueblo Revival style.

Inside the Palace of the Governors, rotating exhibits touch on everything from turquoise mining to religious devotional artwork. What's special here is walking through 400 years of history, which you can then see documented next door within the beautifully laid-out galleries of the History Museum, a modern facility displaying a vast trove of memorabilia and artifacts that tell the Land of Enchantment's richly colorful story. A $9 admission fee is good for both the Palace and the History Museum, and for $20 you can buy a four-day pass good for all of the New Mexico state museums (http://www.museumofnewmexico.org) in Santa Fe - the others are the New Mexico Museum of Art, Museum of International Folk Art, and Museum of Indian Arts & Culture.

4…Catch ten thousand waves.

Patterned after a Japanese onsen, Ten Thousand Waves (3451 Hyde Park Rd., 505-992-5025, http://www.tenthousandwaves.com) is one of those singular Santa Fe institutions that nonetheless feels wholly distinct from the region's high-desert palette and Spanish Colonial aesthetic. This evergreen-shrouded retreat of tranquil spa salons and open-air soaking tubs clings to a hillside several miles above Santa Fe, along winding Hyde Park Road, which climbs steadily up into Santa Fe National Forest and eventually to Santa Fe's underrated but excellent ski facility. Not surprisingly, plenty of hikers and skiers end each day with an hour or two of rejuvenation at the resort.

3…Window shop on Canyon Road

It may be one of Santa Fe's more obvious activities, but ambling up narrow Canyon Road, which wends gently up from downtown into the historic foothills on Santa Fe's East Side, makes for a genuinely worthwhile pursuit. From spring through fall, it's as much a chance to admire gardens, flowering trees, and a tremendous variety of sculptures set outside the dozens of art galleries that occupy the rambling adobe houses along this oft-photographed road. In winter, the smell of burning pinon wafts from gallery chimneys and snow clings to adobe walls and rooftops. On Christmas Eve, hundreds partake of a festive holiday stroll, when galleries open their doors well into the evening, serving hot mulled cider and bizcochito cookies (traditional anise-flavored sugar cookies local to New Mexico).

Canyon Road is ostensibly a row of tony art galleries, and plenty who come here admire the paintings, watercolors, photography, and sculpture without any thought of buying anything - think of it as a linear art museum with free admission. But along here you'll also find a few first-rate restaurants, including the stylish Gernomio (724 Canyon Rd., 505-982-1500, http://www.geronimorestaurant.com), whose renowned chef Eric DiStefano turns out artful, globally inspired fare. A few doors up, check out the more casual El Farol (808 Canyon Rd., 505-983-9912), a lively restaurant and cantina specializing in Spanish tapas and live flamenco, folk, and world-beat music.

2…Hike the Atalaya Trail

Outdoor recreation - from skiing to mountain-biking to white-water rafting - has long been one of the Santa Fe area’s major drawing cards. Hiking is another favorite pastime, and one particularly scenic ramble that's popular with locals is the Atalaya Trail, which departs from the dirt parking lot adjacent to St. John's College (1160 Camino Cruz Blanca) and ascends to the top of Atalaya Mountain's 9,121-foot summit.

It's a well-marked trail that's shaded by towering ponderosa pines, but you need to be in good shape to climb completely to the top, especially if you're not acclimated to Santa Fe's base elevation of 7,000 feet. The good news is that even if you tackle a mere mile or two of this 7-mile round-trip hike, you'll still be treated to panoramic views of Santa Fe, the Sandia Mountains rising in the distance over Albuquerque, and the Jemez Mountains, which loom to the west over Los Alamos.

However far you hike, finish your adventure with lunch or dinner at one of the quirkiest and most convivial restaurants in Santa Fe, Harry's Roadhouse (96 Old Las Vegas Hwy., a mile east of Old Pecos Trail, 505-989-4629). This rambling, art-filled space with an expansive patio serves potent margaritas, juicy green-chile cheeseburgers, and some seriously rich and delicious desserts, from fresh-fruit cobblers to homemade ice-cream sandwiches.

1…Revisit the Railyard for the first time

Even if you’ve been to Santa Fe before you likely won't even recognize the ambitiously redeveloped Railyard District, which historically has also been known as the Guadalupe District. This swatch of somewhat less-touristy and increasingly hip galleries, shops, bars, and restaurants lies about a half-mile southwest of Santa Fe's Plaza. The area from the historic rail depot south to Cerrillos Road is now home to new retail and dining options, a landscape park, and an indoor/outdoor permanent home to the city's superb Farmers Market, which is one of the best in the Southwest. The depot, which has long been the departure point for four-hour (round-trip) scenic rides on the historic Santa Fe Southern Railway (410 S. Guadalupe St., 505-989-8600, $32-$45, http://www.sfsr.com), is also now terminus of the sleek Rail Runner commuter train service, which connects Santa Fe with Albuquerque -- the views on this trip are dazzling.

The Santa Fe Farmers Market (1607 Paseo de Peralta, http://www.santafefarmersmarket.com) is held year-round, on three different days in summer, but it's most popular on Saturday mornings, when it affords visitors some of the best people-watching around, plus opportunities to buy green-chile cheese bread, local goat cheese, chile-dusted pistachios, and organic raspberry jam. Just across the street, stop by the one major component of the Railyard District that predates the area's recent refurbishment, SITE Santa Fe (1606 Paseo de Peralta, 505-989-1199, $10, http://www.sitesantafe.org), an acclaimed contemporary art space that mounts world-renowned rotating shows.