Lots of parades and lights, festival, craft shows, Tree lightings, etc. through out NM {find a good list of the Holidays celebrations in the December 08 issue of New Mexico magazine}.
So far, the earliest Farolito & Luminarias ones I see are:
Aztec- Christmas Parade and Farolito Celebration at Minium Park, Dec. 5th.
Socorro- Fifth Annual Luminarias on the Plaza Arts Crawl. Dec. 5th.
Farmington- San Juan College Luminarias, through-out the campus. Dec. 6th.
Jemez Springs- Farolito Tour at Jemez State Monument, Dec. 13th.
Las Cruces- 10th Annual Luminaria Tour at Fort Selden State Monument, Dec. 13th.
Rio Rancho- Jinglefest Carnival and Luminaria Tour at Haynes Park, Dec. 13th.
T or C- Beachwalk Luminarias at Elephant Butte Lake State Park, Dec. 13th.
Raton- Christmas on the Chicorica Farolitos on the Riverwalk Trail at Sugarite Canyon State Park, Dec. 20th.
Dec. 24th- Christmas Eve.
Alburquerque- Luminaria Tour. Bus tour starts in historic Old Town. Dec. 24th.
Mesilla- Christmas Carols and Luminarias on The Plaza. Dec. 24th.
Santa Fe- Farolitos on The Plaza, Canyon Road area and the Cross of the Martyrs. Dec. 24th.
Some of the Catholic churches will have Celebrations, vespers, mariachi Mass, dances etc.
Dec. 11th and 12th for Feast of Our Lady of Guadalupe, across the state {couple Big ones in Alburquerque and Santa Fe, at their churches}.
These might have Luminarias too. Call the churches of the 'same name' there, for informaton and times.
You don't have to be Catholic to enjoy these Celebrations, just be a little respectful and enjoy
Hope these help, call the local city/towns Chambers etc., and see if you find more to add to the list!
Tia Dalma