The city itself is not particularly great for owling. Areas with large trees, especially near the bosque are good for Western Screech-Owls at times. The Sandias are excellent for owling, and Saw-whet Owls and Flammulated Owls are especially reliable there. Other owls there include Pygmy, Spotted(in very specific areas in low numbers), and Long-eared. You should have a decent chance for Flam's right now, but more arrive in May. Cienega Canyon is a good spot for them. Whip-poor-wills are in the Sandias as well.
Technique depends on how you want to call them in. You can either call them in yourself (learn the call and whistle it) or use a tape. Both have advantages and disadvantages. If you can't mimic the call then tapes are great; they are also louder and carry farther. However, tapes only play one call, which can be the wrong one for the area or the individual bird. I also find it much more sastisfying to call them in myself. It also allows more flexibility if the bird changes calls. I usually use a combination, I play the tape loudly once or twice, wait, and if birds respond try to bring them in myself.
It's a learning curve, but owling can be a lot of fun. Always remember to think of the well-being of the owls in first, and don't make an owl stick around for too long. One thing that took me awhile to figure out is that owls are often closer than they sound, especially when they are very close.
New Mexico is one of the best states for owls, 14 species have been recorded in the state (although two are very rare vagrants).