Hi Tom, and welcome to the forum. Glad to see another NM eb gardener, you will love the growing system. Since I live in Roswell, just a little hotter than you are, if I can answer any questions for you, I would love to. I have 20 boxes and am beginning my third year of using them.
Herbs will do great, although I have had trouble with sage, it always seems to die on me. Basil does fantasticly, as does dill and parsley. Cilantro gets a little tricky, although I may not have tried the same variety that you are contemplating. Tomatillo did great as did rosemary. My chives and garlic chives overwintered outside and are sprouting new growth. These were all grown in full sun. I provide some shade for the tomatos, so they fare better. I cover the top and west side of my tomato tunnel with shade cloth, the beige variety, leaving the morning sun full access to the plants. This also helps modify the wind damage.
Here is my journal, if you want to take a peek at how I do things: http://forum.earthbox.com/index.php?topic=5805.120