The Lower Rio Grande Gorge can be good during the cold months. Afternoon sun will bring about midge hatches by the handful. Try a cluster pattern. You will definitely need waders; cleats too. The rocks are treacherous. I hesitate to fish the Gorge w/out a partner, though I've done it.
See if Taylor Streit is in town. Taylor is a guide and a super guy. He's helpful and full of good information. If you can't find him in the phone book, just stand on a corner and ask the first ten locals you meet. Someone will know him.
You say that you'll be in the area for a few months, so you might be able to hit the Little Rio Grande or even the Conejos River in southern Colorado, one of my favorite western rivers, though I've not fished it in the winter/spring. Early summer on the Conejos can be productive.
Bunch of good restaurants in town, but a favorite of ours has been Tapas of Taos, just north of the Plaza on Bent St.
Have fun and tight lines.
Allen R.