New Mexico is ideal in the fall if you're looking to do something soon, the days are cool (50's-70's) and sunny almost every day, evenings are crisp and chilly (20's-40's) depending on where you are in the state and at what elevation of course. Up high the Aspen leaves are turning their colors for fall, and snow usually hasn't accumulated yet so access at the higher elevations is usually available. Wheeler Peak Wilderness area and the Pecos Wilderness Area are both located in the Santa Fe/Taos region of northern New Mexico and there is always something going on in the fall being that it is the chile, harvest, and festival season as the days are cooler. Trailhead access is easy most anywhere, you can be up high for a few days and be back in town by evening with minimal driving.
Upcoming festivals and events:
Albuquerque International Balloon Festival
Money goes far in New Mexico, no permits, bear canister nonsense, food is inexpensive, and you can still do things on the cheap if that's your goal.
Just a suggestion.