Welcome to homeschooling! I'm afraid I can't say much about Rio Rancho, as I'm on the east side, but I know there are families that are members of the Coop from all over the Albuquerque area. There are also other homeschooling groups of varying types. Some of them are listed in New Mexico Kids (the paper that is put out regularly in the area) with contact information. The Albuquerque Homeschool Coop has a park day on the west side every week, and it is helpful for getting to know other families and children. Also, many moms plan field trips and other educational opportunities for those in the coop. Other groups often do classes together. These are all helpful for social opportunities.
I guess you have to kind of think about what sort of group you might be interested in. I get most of my homeschool resources online, so I'm not sure what all is available in the area. I've found it helpful talking with other moms for ideas, and doing a lot of online searching for specific things. I hope this helps a little bit. If you have any specific questions feel free to post!