Camp on Mercury... or just feel like it
Valley of Fires is a great state park with both RV- and tent-friendly spots. It's developed with covered, powder-coated picnic tables and flat, raised tent pads, a bathroom, and if my memory serves me correct (because I can't quite remember) showers.
Valley of Fires wouldn't be the best place to spend a full day as the black, volcanic rock holds a lot of heat. However at sunrise and sunset, the views are not to be missed. Use Valley of Fires as a good stop-over for trips across New Mexico.