In addition, you're right between Raton (NRA's Whittington Center) and El Paso (Ysleta gun club -- which is very active).
Why not contact either one then take a day/weekend and go to a match? There's no better way of seeing what's going on, learning about the rules and getting a chance to meet and talk with active shooters -- most of whom will probably let you at least handle the equipment and (especially if it's a smallbore match) likely let you try it. (Some places you can easily find someone who'll let you use his highpower gear at a match to try it, but not everywhere. Many people are, understandably, loathe to let strangers run a lot of extra rounds down a good-shooting bbl -- particularly if it's a high-dollar custom type...)