I'm doing the same thing in my new house, also in NM. Plaster is definitely a more popular finish here. The out-of-the-bag products I've used so far are Structolite, both fibered and unfibered, and Red Top Finish, made by US Gypsum Corp. and available at every building supply I've ever visited around here. Regular Red Top has to be mixed with clean plaster sand, but the Finish is to be used as is. I'm still experimenting in the utility room and bathroom, but I've learned a few things so far:
1.You can do a one-coat skim right over the drywall, but it is surprisingly difficult to get a really even surface. I don't mind the subtle undulations myself, I think it adds charm. They are not really noticeable if you do a floated (sand-textured, like exterior stucco)finish, by floating with a wet sponge-trowel as the plaster nears its set.
2.I've used mesh tape over joints, as well as bedding in paper tape with drywall mud before plastering. The drywall mud (USG All-Purpose Joint Compound, premixed)caused discoloration with both Unfibered Structolite and Red Top Finish in single coats. I've used the same two products with mesh tape, no discoloration but there were fine hairline cracks after curing along about 1/4 of the wallboard joints.
3.Fibered Structolite makes a good base coat, if surfaces are uneven to start with. Get it even and plane, but leave a coarse texture to take your finish coat. The surest approach to a quality finish would be to two-coat everything, bedding paper tape into your Structolite basecoat (brown coat). Then skim coat later with a finish plaster, like Red Top Finish, which has the slightest pinkish cast to it out of the bag. It could be tinted as well, but I haven't tried that yet. Unfibered Structolite makes a nice finish. too, and can be smooth-trowelled to a hard coat, but it has a distictive mottled pink cast. You see this finish a lot in homes in Santa Fe. For smooth-trowelling, you mist the plaster with a spray bottle as you keep working it smoother. It takes awhile, and a pretty firm pressure. If you wet it too much or work it too long, though, it can get ripply and lose its bond with the wallboard, so just work it 'til it's smooth and don't overdo it. That goes for either product.
It's hard work, and it pays to have a couple of helpers. Ideally, one to mix plaster, bring it to the job, and keep cleaning tools and such, one to get it up on the wall fast, and one to darby (planing the surface with a long redwood trowel) and finish. Very gratifying when it's done, though. Experiment with different products to see if you like them first (the true color won't show 'til about 48 hrs. cure). Good Luck!