We call it the largest museum in the world, Canyon Road have more art than the Louvre in Paris. An easier way to is take a $10 Uber to the Teahouse to the top of Canyon Road and walk downwards (though it is not that steep). You will see world-class art on the side of the road, in every shop, alley, and of course in every gallery. And on a good day, you will get to meet some of the artists. The gallery owners and workers are very proud of their art and artists and love to share the stories behind their art pieces, so strike up a conversation.
Though you can visit Santa Fe by yourself, you will enjoy more with an experienced local.