The gun owners said they are under attack from proposed regulations and a perception that guns are responsible for some of the well-publicized mass shootings of recent months.
Steve White of Farmington said he's "tired of being blamed for tragedies that aren't really our fault."
White is a co-founder of the Four Corners Defenders of Freedom, a new group that held its first rally Saturday. The event at Gateway Park attracted a few hundred participants.
Many held homemade signs or American flags. A number of the attendees carried holstered pistols despite pleas from rally organizers to leave their guns at home.
The rally comes amid a renewed push for gun restrictions after high-profile shootings in Newtown, Conn., Aurora, Colo., near Albuquerque and elsewhere.
President Obama has proposed a range of gun control measures. Advocates for gun restrictions are pursuing an assault rifle ban, expanded background checks and limits on high-capacity clips.
For many the rally attendees, owning a gun is part of their identity. White said he got his first gun, a .22-caliber rifle, at age 10. He hunted as a youth, and always had a firearm at this side during 22 years in the U.S. Army that included a tour in Vietnam.
"There's other means of reducing the violence without taking my guns," he said.
Sharer said gun rights are not about deer hunting or target shooting, but forestalling tyranny.
"The Second Amendment is there so you can protect yourself against whoever wants to be your dictator," he said.
Sharer criticized proposed state legislation that would expand background checks to gun shows and private transactions. "(House Bill) 77 is just plain wrong," he said.
The rally's rhetoric ran from conciliatory to inflammatory. Some speakers, including Four Corners Defender of Freedom spokesman Allen Elmore, urged dialogue with opponents. But others spoke darkly of tyranny.
Christesen has vocally opposed gun restrictions. As chairman of the New Mexico Sheriffs Association, he led a delegation of sheriffs who demonstrated at the Roundhouse in opposition to gun control.
"The liberals in this country are sheep, and they're afraid of guns," he said Saturday. "And I look out here and I see sheep dogs, and you're not afraid of them."
Christesen added that the federal agents he knows agree with him.
"They're not coming to get your guns," he said. "They're going to be lining up with me."
Another speaker, Evan Glass, said teachers should be able to carry guns at school. Glass said she is a teacher, but would not say where she teaches.
"As a teacher, I believe it is our job to protect our students," she said. "Not all teachers will want to carry firearms but they should be given the choice."
Her son, Albert, age 10, said he enjoys hunting and shooting with his father. Albert said he hunted two elk, drawing a cheer from the crowd.
Elmore said he hoped the rally brings together gun rights supporters.
"We're trying to unite our group," he said. "We all believe that guns and our ability to protect ourselves protect all of our other rights."