Get supplies of prescription drugs, if you need any, to last a few days. Remember, your doctor's prescription may not be accepted here. If you have any dental problems, you would be better advised to undergo treatment back home. Most insurances do not provide any dental coverage and it is expensive without an insurance. This applies to eye care as well - you may want to get an extra pair or two of glasses/contact lenses, if you use them.
Though winters are normally not as cold as in the Midwest USA or the East coast, it does reach -10° C in the peak of winter. You would need some decent winter wear - 2 woollen sweaters, gloves, mufflers etc. We suggest that you buy winter jacket, preferably a leather one inlined with fleece or some other warm lining as they are cheaper in India. You might also need a lighter fleece jacket for the not-so-cold period. These are available here too for around $10-20, a good bargain at Walmart (this store will become an inseparable part of your US life). You might also want to get a couple of bed sheets and pillow cases. You can buy sleeping bag after coming here as they are better and cheaper. This is for your settling-in period in Albuquerque. You could also get 1 or 2 pair of your ethnic dresses, there are annual cultural festivals and few social parties when you could wear these. Most of the time you would be wearing casuals, so you might want to bring 4 to 5 jeans, sweatshirts, t-shirts. You might want to bring 1 or 2 pairs of formal wear but not more than that, as you wont get to wear them a lot. You can also get a suit for formal occassions such as seminars, graduation etc. You must get a pair of casual shoes, a pair of sandals, a pair of formal shoes to go with your formal wear and sports shoes too if you use them.
We strongly suggest that you get either a Pressure Cooker/Pressure pan and extra gaskets and valves for it. You may want to get other kitchen stuff like frying pans, serving spoons, plates etc. though you can buy them after you come here. When buying these utensils, make sure they are big enough to cook for 4 people. We suggest that you bring enough quantities of masalas that are used in cooking, chilli powder, tea powder, pickles, sambar powder etc. to last for the first couple of months. All these are available here, so do not bring a lot of them. If you would like to carry kitchen knives, put them in your check-in baggage and not in your cabin/carry-on baggage as any sharp instrument is not allowed in cabin baggage.
Get your 4 wheeler Indian Drivers License (LMV) if you have one. It is easy to get a New Mexico License with your Indian License. You may consider getting some small gifts for your professors and host families - Indian artifacts are well liked.