Yes, since the air will be much dryer, maybe try heavier products and moisturizing more while you're there. If you fear a loss of volume, plan to wear cute updos!
Here's a tip if you're flying: The dry airplane cabin air + the dry air as soon as you step of the plane in New Mexico = not good! A good idea would be to apply some sort of hydrating cream while you're on the plane so that your hair doesn't get double zapped with dryness! I've heard great things about Phyto 7.
Amazon.com: Phyto 7 Daily Intense Hydrating Cream for Dry Hair, 1.7-Ounce: Beauty