NM is not bike friendly, and has some terrible road debris. I love alertshirts, cheap and bright and come in everything from sleeveless to sweatshirts. They are also coolmax material so they wick well.
I'd suggest layering and shedding during the day.

http://www.alertshirt.com/peap.html

BTW - they stick you with shipping, but the shirts are reasonably priced

NM and Az are beautiful, though, have a great time!