My family just spent 3 days in Ruidoso with another family, lodging in the Upper Canyon area. It's a great place for a long weekend. Ski Apache is nearby. Beware that the road to the ski 'resort' is long, winding, and treacherous. I would not attempt it in inclement weather. But if you are not there for skiing, there is great hiking nearby. Check the Cedar Creek area of the Lincoln National Forest.
While there is shopping in Ruidoso, it's not a compact, 'walkable' downtown area for browsing.
People seemed pretty nice, with a good mix of locals and people that have vacation places in town.