Alright, off the top of my head:
IF you've not been before, you're going to want to just hang out downtown. The plaza is filled with sights. You'll want to see the Cathedral and go in the Loretto Chapel for a few minutes (it's only like $3). The NM History museum at the palace of the governors is a good museum.
Canyon Road is a sight to behold, but that walk is better reserved for warmer weather. Not very traditional, but Pop Gallery and the Chuck Jones Gallery are my favorite downtown. If that's not your cup of tea, there are plenty of other options within the downtown footprint.
Now, food. Santa Fe has some TERRIFIC food. Radish & Rye is one of the best meals I've ever had. You HAVE to eat there. Parking is limited down there, but I've always just made the short walk from downtown. Cafe Pasquals has can't miss breakfast. The Shed is the most popular restaurant for visitors and it's a great introduction to New Mexico. Sazon is a more traditional, yet playful take on Mexican food - it's good but a little more $$$ (Note: I'm a sucker for this style of food).
If you want to head south on Cerillos, I've got some better options than those last two. Dr Field Goods serves sandwiches, but the pulled pork might be the best sandwich I've ever had. It's really worth a trip for lunch. If you're looking for breakfast, that's Pantry. And if you want a little more exotic, Jambo is serving up some terrific African cuisine.
While you are on that side of town, my #1 suggestion is that you MUST check out Meow Wolf. It's an experience that you can't miss. It's worth a couple of hours to walk through this interactive art experience.
Around the corner from Meow Wolf, is Duel Brewing, the top brewery in Santa Fe. Also nearby is the new guy, Rowley Farmhouse Ales who is bringing farmhouse style beers to SF. Both are worth a visit. If you want a draft list near the Plaza, check out Fire & Hops (also has some excellent food) and The Root Cellar (underneath a honey store). Both are better than Draft Station (and Blue Corn - meh) .
Draft Station is the place for plaza pictures at sunset, but their patio is closed on the colder days. So, head to La Fonda for your sunset drinks
Meanwhile, Secreto Lounge is the best cocktail lounge in town (aside from Radish & Rye).
My to do list still includes Geronimo, Clafoutis, Raaga, and Casa Chimayo so I can't comment on those.