You'll want to check out locations and prices, and get a feel for the school, but here are some of your choices.
Rosales Kickboxing - strictly striking, boxing and kickboxing, has fighters who compete, i think sparring is only on certain days (once a week, i think)
Lion's Academy - striking and jiu-jitsu, the muay thai taught is affiliated with Chai Sirisute's 'thai boxing association'
Albuquerque Kickboxing - offers a wide variety of arts...grappling, muay thai, fillipino martial arts...their muay thai is also affiliated with the 'thai boxing association'
Jackson's MMA - mixed martial arts, mike winklejohn teaches the standup, top notch instruction and fighters
FIT/NHB - mixed martial arts, it used to be affiliated with Jackson's and it has a similar setup, a lot of competition fighters, striking coach (arlene vaughn) has the same background as mike winklejohn (trained and fought under bill packer)
Chavez Karate - teaches standup and grappling, don't know too much about them but might be a good choice if you're living in the southwest part of town
Rosales, Lion's Academy, Albuquerque Kickboxing, Jackson's MMA, and FIT/NHB all have websites for you to check out. As far as facilities go I can only speak about FIT/NHB and Jackson's. Both facilities are huge and have mats, bags, a ring, a cage, and workout equipment. I love both places and would recommend them highly.
All that being said, Albuquerque has a huge mixed martial arts following and it seams like there's always new schools popping up. The schools mentioned are just the ones that i'm familiar with. Good luck!