I'm another fan of Andy's the first night. Easy to get to, casual, and the food is outstanding.
As Tim noted, if this is your first trip, the ride to Santa Fe can be tough the first night.
My recommendation for Santa Fe, assuming this is your first trip, would be to go to Gouveneur one day and then go to Santa Fe for lunch after a morning on the beach, or simply note the location when you drive past for later trip.
Of course, if you want to splurge a bit for the first night, check out Eden Rock. Easy to get to since you are in St. Jean, great food, and a great location right on the beach.. Combine that with a walk along the beach before and/or after dinner and you've got a great start to a trip.