I'm a little confused by the question. Are you asking which direction either Los Angeles to New Mexico or New Mexico to Los Angeles would have the better views?
How are you planning to get to Santa Fe from Albuquerque or Lamy? Lamy is very small. I would imagine there is a car rental agency there, but have no idea what kind of inventory they would have.
Because I was curious I went in and looked at the Amtrak site. It looks like you would only be in daylight at the end of the trip, going from Los Angeles to Lamy. There is a shuttle that runs from Lamy into Santa Fe. On the return trip you'd start out during the day, then most of the trip would be in the dark. So, from what I'm seeing, you get the daylight during the same portion of the trip in either direction. I hope that makes sense.