Spent a week in Santa Fe over Thanksgiving 3 years ago. I got lucky with the goat heads, I guess. I rented a nice 29er MTB from Melo Velo LBS (recommend) and rode some trails plus a 45-50 mile road ride out of town and up the highway to the ski area. Lots of climbing on a MTB and an eye-opening descent as I hit a few small patches of ice on the way back down. No goat heads, though, or at least no flat tires. Maybe the local LBS had their rentals wired with good flat protection tires or something...