For the chain steakhouses in Texas, go with Saltgrass.
Check the pin ups at the local range, or at a local firearms dealer. You might also look up a CCW (Concealed Carry Weapon) instructor and see if they also have basic pistol safety courses.
http://www.dps.nm.org/lawEnforcement/ccw/ccwInstructors.php
I checked the NRA website, and there do not appear to be regular courses in New Mexico.