Being a New Mexican, will second the Chama idea. BEAUTIFUL spot. There is also Ruidoso, NM, 6500'. By mid to late September the peak of the tourist/racing season is over. Lots of campgrounds, lots of hotels, too. Only other thing going on is Aspenfest, which does attract MANY motorcyclists from everywhere, mostly Texans. Casinos, good restaurants for those that DON"T want to cook their own.
Another spot that would be great would be Durango, CO. Again, peak tourist season passed, warm days, cool, cool nights. The Durango Silverton train runs late into the fall, as an added attraction. Durango has preserved their late 1800's downtown (pretty much). We were married there a LONG time ago--rehearsal dinner in the Strater Hotel, my bachelor party in the Diamond Belle Saloon part of the hotel. Some unique places.