Carlsbad Caverns, Roswell (check out the conspiracy theories at the UFO Museum).
Carlsbad could kill a day if you wait for the bats, Roswell just an hour or so at the museum is enough.
I have always wanted to go to see the Painted Desert. It would be on my list. Not to far South from your destination.
Never been to Four Corners, never really wanted to, but it is on the way.
Out of your way probably but before they built the bridge, I went over Roosevelt Dam. I was more impressed with it than Hoover Dam. There is a beautiful Canyon drive that takes you in to Phoenix.