Lake Katherine lies at the base of Santa Fe Baldy and is one of the highest lakes in New Mexico at 11,742 feet. Starting at the Santa Fe Ski Area parking lot, hop onto the Windsor Trail and hike until you reach the Skyline trail, which will take you all the way to the lake. This is a fairly strenuous hike gaining a good amount of elevation, and is part of a much larger trail network in the Pecos Wilderness. The trail winds through pine and aspen groves and can be hiked year round, even where there is significant snow pack. The trailhead is only 30 minutes from downtown Santa Fe, which makes it an ideal weekend hiking spot. All trails are very well marked in the area. You can make this trail a loop by hiking up a very steep scree slope to the top of Santa Fe Baldy (getting some spectacular views) and then back out the way you came.