There are two hotsprings (that I know of) along the Rio Grand in the Gorge near taos.
The better of the two is known as the Stagecoach springs. From "the old blinking light" in Taos (on the N side of town) head west toward the airport. Look for "Tune Rd" on the Right side, right at a self-serve storage facility. Follow your nose on Tune Rd until it ends at the edge of the gorge. The trail starts at the lower lot and heads ~south. This is NM, so don't expect any signs or anything telling you you're in the right spot. Whenever in doubt on Tune Rd, just don't go onto whatever other "named" road forks off it. You'll be heading NNW the whole way. Total time on dirt ~ 15minutes.
Other hotspring is called John Dunn Bridge or "black rock" springs. nice, but the fact there is basicaly no hike keeps the weirdo-quotient high. N. of Taos there is a little village called Arroyo Hondo. Go there, go west towards the river on dirt roads a few miles. Cross the river on the John Dunn Bridge and head up the hill. First switch back park (obvious) and walk down the short trail to the springs.
Hope this helps. feel free to PM if you have other questions. Many people put in for the Gorge at the John Dunn Bridge, and float down (class IV) to the Stagecoach springs, then continue to the takeout after a soak. Nice way to do it if you're boatin' albeit a little early.