http://www.irs.gov/efile/article/0,,id=118986,00.html "Free File Home - Your link to Free Federal Online Filing"
NB: use at own risk, I provide this link for informational purposes.
http://www.tax.state.nm.us/ For those in NM. All-electronic filing. Free.
edit: Well done! After accounting for deductions and withholding and such, I owed the State of New Mexico exactly two dollars.