Heron Lake in Northern NM is a Mud Puddle. We are in a very significant drought in NM. Eagle Nest lake state park is pretty nice this time of year. It is in northern NM and in higher altitude.
The southern part of the state (Elephant Butte lake state park) has quite a bit of water but the temps range in the 90's +) The Butte is our favorite.
NM State parks are a bargain. $14.00 per night for W&E. We have a yearly pass($100.00 for residents) and slightly more for non- which lets us camp at all state parks for $4.00 per night for W&E or free dry camping.
A suggestion is to look up the site for NM State parks and see what you like. State Parks - New Mexico Tourism - National Parks & National Monuments - New Mexico Tourism - Travel & Vacation Guide