The heavens opened and I made a dash for shelter in the white adobe church. I needn't have worried about getting wet, though: the San Esteban del Rey Mission, standing proud on a tall rock with views for miles across the reservation, has withstood much more than flash floods in its 370-year history.
So too has its congregation, whose antecedents are buried four layers deep in the rain-lashed cemetery. A simple portal has been cut into the wall so that the souls of children lost in purges of the land can return home, my group's guide, Robert, explained.
His people, the Acoma, built the church at the instigation of Spanish colonialists, who forced them to carry its giant timber beams from 30 miles away. When it was completed, they were made to adopt Christianity.
This 70-acre rock, called Acoma Pueblo or Sky City, is thought to be the oldest continuously occupied community in the US. Today barely two dozen Native Americans have permanent homes up here and they still have no running water, but when in the 1950s a steep road was cut into the rock by a film crew producing a western, change was driven through.
As a whole, though, New Mexico still wears its past boldly. A saturation of cowboys, Indians, Spanish and British, the past is never far from the surface. Today, the state is home to the second-highest percentage of Native Americans after Alaska – mostly Apache, Pueblo and Navajo.
New Mexico: In pictures
New Mexico: In pictures
1/5 New Mexico
Ladders outside ceremonial 'kivas' (religious rooms) in Sky City (Alamy)
2/5 New Mexico
Arcades in Santa Fe (Alamy)
3/5 New Mexico
Bandelier National Monument
4/5 New Mexico
5/5 New Mexico
Standing tall: San Estaban del Rey Mission Church Acoma, Sky City
Just because most Acoma don't live on the rock, or mesa, anymore, it doesn't stop them from returning to this outcrop of jumbled mud and brick dwellings for special occasions, such as the feast day of San Esteban, just after we visited, for which marquees had already been put up.
We – me, my wife and two-year old daughter – were on a road trip that zig-zagged through six states, from San Francisco to Denver. Some of the landmarks we took in – Big Sur, Las Vegas, the Grand Canyon and Lake Powell – followed a well-trodden tourist trail, but our plan for New Mexico was to go off the beaten track – an ambition tempered only by the size of the terrain.
Despite being one-third bigger than the UK, the fifth-largest US state is also one of the most sparsely populated. It was easy to be over-ambitious, so we decided to confine ourselves to the north and west before heading up to Colorado. That meant skipping the state's better-known sites: Roswell, a magnet for UFO-watchers; Spaceport America, near the town of Las Cruces, from where Sir Richard Branson's Virgin Galactic tourist shuttle will one day journey into space; and the more recent lure of Breaking Bad tours in the gritty city of Albuquerque.
Instead, we wanted to dip a toe into town and country. In need of supplies, we stopped off at Walmart, surely the busiest trading post in the town of Gallup on Labor Day weekend, as farmers queued impatiently before stacking groceries next to hay bales in the back of their pick-up trucks.
We had a long detour to make. We soon discovered Utah and Arizona don't have a monopoly on big, open skies that ask questions of your soul. Turning off the I-40 and heading south was like careering through fields of gold as black-eyed Susans waved to us from the roadside.
Eighteen miles east of Fence Lake – itself little more than a couple of houses at a crossroads – we arrived at our chosen ranch. This is cattle country, but rules restricting the number of animals that can be kept per acre mean many of the biggest ranches have been carved up.
While few foreign visitors explore the wilds of New Mexico, plenty of Americans come here in search of the tranquil, great outdoors – the deserts, broken mesa, and mountains. Some of the land has been turned over to alternative uses; Major League baseball players have been known to come here in the off-season to hunt elk.
John Fifield, a former music teacher and one-time stand-up comedian, and his wife Carolyn, a nurse, had intended the 24 acres they bought to become a motorcycle campground. That was until they fell in love with alpacas. They have reared several dozen of the woolly animals at their High Country Alpaca Ranch since 2009, guarded by good-natured Gordon, their Great Pyrenees dog.
Billeted in the bunkhouse, we were their first paying guests, with fresh eggs in the fridge and a fire pit to stoke up as we sat out and stared at the stars. Once again, this was ancient Acoma ground, where pottery fragments washed up in rains, like the remains of Route 66 that we kept encountering woven along the I-40.
Hiking among skeletal pinyon pine and juniper trees in total isolation, it felt as if no-one had walked this way for generations. The Fifields, who plied us with wine on their porch as pink clouds floated by, were content to let our daughter chase the chickens and feed the alpacas.
From here, we pushed on east – via Sky City – to Santa Fe, a city that felt like driving back into Europe after three weeks in sprawling Americana. Georgia O'Keeffe, the artist who has done most to chronicle New Mexico's landscape and changing light in her paintings, famously exclaimed on her first trip to the state: "Well! Well! Well! ... This is wonderful. No one told me it was like this!"
She might as well as have been talking about Santa Fe, where her work is celebrated in the compact O'Keeffe Museum. Spain's provincial seat until the Mexican War of Independence, and later claimed by Texas, the city has retained a distinctive character that blends Mexican and Spanish colonial styles, of which Santa Feans are justifiably proud.
There is a buzzing plaza, framed by shops and balcony restaurants. Terracotta-red adobe buildings with turquoise paintwork are everywhere. Even the food is vibrant – green and red chillies adorn most plates.
We stayed at the Inn and Spa at Loretto, where the rooms are luxurious and quaintly decorated with Native American touches. It takes its name from the Loretto Chapel next door, a former Roman Catholic church which boasts of a "miracle" staircase built by an apparition of St Joseph, patron saint of carpenters. The only miracle is that wide-eyed visitors keep stumping up the entry fee.
The city's history as a trading post goes back to when it stood as the western end of the Santa Fe Trail, a vital passage between the United States and Mexico.
It still does a thriving trade today as a hub for arts and crafts, with handmade clothes and jewellery on every corner. The excellent Museum of Contemporary Native Arts shows there is a lot more to the local arts movement than simple pots and rugs, with striking ceramics, textiles and sculptures on display too.
There is also a great farmers' market in the newly-greened Railyard district and, when we were there, a craft fair on the plaza where families lolled in the shade, eating tacos and drinking lime juice.
But Santa Fe's city centre is only half the story. It is a base for exploring the great outdoors, such as the Bandelier National Monument, a park home to sheer canyon sides and shrubby forest where we barely scratched the surface of 70 miles of trails. At just over a mile long, the main loop took us past remains of Puebloan cliff dwellings, cut like honeycomb into the rock.
As we drove north alongside the winding Rio Grande river, the verdant, hilly landscape was dotted with potteries, wineries, and kayak schools. Our next stop-off point, Taos, was rather underwhelming after the creativity of Santa Fe, with a sleepy plaza and uninspiring shops.
But the pueblo on the town's fringes, which has been occupied for almost a millennium, is worth looking in on – if the late afternoon heat hasn't sapped your energy – for the bustle Sky City lacks. And before crossing the state line into Colorado, we circled back to find a little tributary of the Rio Grande up a dirt track in Arroyo Hondo. Like cowboys resting after a day in the saddle, we cooled off in the water and sank our toes into the mud.
Our stay was brief, but New Mexico was hard to leave. It is a state that echoes its past to create a compelling reason to visit in the future. And unlike the broad, bland freeways of Los Angeles, the red dust of Nevada and Utah and Colorado's cooling breeze, we had little or no preconception of what to expect.
The Acoma people, who have remained in New Mexico longer than anyone, have it right; in their language, there is no word for goodbye.
There are no direct flights between the UK and New Mexico. American Airlines, Delta and United offer connecting flights from various UK airports via US hubs to Albuquerque, the state's largest city. Denver, Colorado, is served by British Airways (0844 493 0787; ba.com) from Heathrow. Bon Voyage (0800 316 3012; bon-voyage.co.uk) offers self-drive and escorted holidays in New Mexico.
James Ashton and family stayed at the Inn and Spa at Loretto in Santa Fe (001 866 582 1646; innatloretto.com). Double rooms start at $226 (£141), room only.
They also stayed at the High Country Alpaca Ranch in Techado (001 505 788 2260; highcountryalpacaranch.com). The bunkhouse costs $75 (£47) per night, self-catered.
More informationReuse content