The Art District on Santa Fe has a festive First Friday Open Galleries event at the beginning of every month. It is a fun street party with an eclectic mix of art lovers from newbies to collectors. All and all it is easy going without pretention. Check out the Santa Fe Arts District website for more information on the free shuttle as the traffic and parking can be heavy.
The Third Friday is also a little less crowded Open Galleries Night that typically attracts more of the art collector crowd.