The museum isn't huge and it is in walking distance of the plaza in Santa Fe. Tickets are $12 a person unless you are a NM resident. If you aren't going to take a guided tour of the museum, I recommend watching the video at the beginning area of the museum. It talks a lot about her life and the different types of art she created in each stage.
From there, you enter the main exhibits, which are separated out into time periods of her life. While it only takes maybe 30-45 min to walk through the entire exhibit, the work is really incredible.
She is just such an iconic NM artist that I really don't think you can skip this stop on your visit! There is a great smart phone app too if you want to learn more about her work (thought I found the abundance of signs around the art to be helpful in learning more).
After the O'Keeffe Museum, we headed up museum hill to the International Folk Art Museum. Admission here is $12 as well. Folk art can definitely be an acquired taste, but I found this stop to be very, very interesting.
They had two unique exhibits open on Flamenco and Asian Sacred Art, both of which were fantastic. They also had a gigantic collection of over 10,000 folk art pieces collected by Alexander Girard. I found all of these exhibits to be interesting in their own right.
If you absolutely love museums there are plenty more to visit on museum hill, but by the end of this visit my husband was a little tired of looking art (just wait until you see my review on Canyon Road...).