Fishing isn't the only thing to do at the lake, you can jog or walk along the rim on one of the plant lined paths or sit under a huge Cottonwood tree along the bank and just relax.
There are several covered shelters with BBQ grills and picnic tables available for your use and a small playground for the kids.
OK, here is an update, 2013: No water in the lake right now. If you are looking for a nice park or something fun to do in Las Cruces, check out www.MeetLasCruces.com for all sorts of things to do in Las Cruces, NM and surrounding areas.