Yes folks do sail in the desert.
Fleet 48 has fun year around.
Wintertime Elephant Butte Lake State Park
Many beachside campsites available but be ready for sandblasting at low water levels. Main Ramp has mast up facility.
Spring and Summer they head north
PM east winds are very common at Cochiti Lake loacted 60 miles from Albuquerque.
New Campsites going in for 2009 overlooking the lake. Has mast up facility. $3.00 launch fee.
Overnight Camping for the same PM conditions at Heron Lake State Park launching from just east of the ramp at La Lala.
Both northern lakes are no wake lakes for boats with gasoline motors so very sail friendly. Watch the water temp and dress for it...snowmelt runoff.
Get beta by going on www.nmparks.com
and look at left side and click on Boating for a drop down menu and click on Boating Waters. That will give you a page with all of the lakes on the right side. Click on one for beta/maps/etc.