Colorado has some of the most beautiful environments in the world. You would be surprised with the challenging hikes up mountains, streams, and rock climbing opportunities. Of course we are not ignoring the downhill skiing, hunting, and camping opportunities.
You may also like the many different small towns in the area and their hometown feel. Vail is awesome but is very commercialized. You can't find parking there. I like the town of Idaho Springs. Busy but not overrun.