While waiting for sunset, we also took a drive out of town to the southwest toward Mexico. It started as a nice paved road, but after an hour or so the pavement disappeared. A bit later, we started meandering down the side of a mountain, on loose shale, only one lane wide and nowhere to turn around. The views were amazing, but it seemed that was a clear sign that it was time to turn back.
The ambience there fits Marfa perfectly.