That said, I hadn't visited the bike trails until this week, since they don't usually go where I want to. But if you want to go from downtown to Santa Fe Place or just enjoy how freakin awesome the landscape is, I suggest try your tires at Santa Fe's many—though incomplete—miles of bike trail.
The Rail Trail will take you from downtown to the Arroyo de los Chamisos Trail, which will take you all the way to Santa Fe Place. It's really a beautiful ride, far from cars and full of wonders—arroyos and chamisos to start, but also neat little bridges, clear views of New Mexico's mountain ranges, sundry critters and even Frisbee golf—which are documented on occasional placards, some hand-drawn by local children. (Ignore the placard of the child who drew the arroyo as having bear. He or she is wrong, I think.)
The trails have their faults—namely their laissez-faire approach to huge intersections, which we've mentioned time and again—but those problems likely won't be solved unless the trails become important enough to enough people. Sure the St. Michael's Drive intersection is frightful—after five minutes of waiting to cross without a stoplight or crosswalk, one gets very daring/stupid—and the Cerrillos/St. Francis intersection causes lost sleep if not limbs. But once those doozies are overcome, the rest is smooth and attractive sailing.
In fact, I faced noticeably fewer near-death experiences on my way from home (South Capitol) to Santa Fe Place than I do on my normal commute to work (Marcy Street). Just remember not to get too much crap at the mall if you live downtown; the way back is slightly uphill.