I second the rec for Hurricanes in Albuquerque. (Actually, everything there is good, but the burritos are the crowning glory.)
Up here in Los Alamos the top choice is Chili Works; it's basically a very crowded shack, but half the laboratory's employees turn up in line for breakfast burritos. I've never had any other kind there- the breakfast burrito always held me well until dinnertime.
El Parasol's here and in Santa Fe also make pretty darn good burritos- I like mine with red and chicharon.