I have not been myself, but some of my co-workers have visited Dixon Farms in Peña Blanca a couple times to buy apples, available by the bushel or by the peck. The apples from Dixon are very tasty & you can choose from different varieties-including Champagne, Red Delicious, Sparkling Burgundy & Red Rome. Also, while you are visiting, you can sample many apple-based culinary creations, drink cider, even take a hayride! You can get an apple gift box, but they do not ship out of state. Be warned-leave your credit cards & debit cards at home. Dixon's accepts checks or cash only.
The Dixon Apples website recommends calling (505-465-2976) around September 15th for their opening date, though they will also will also post these dates on their website. Not all varieties will be available until later in the season, so make sure you check if the kind you're looking for have come in yet!