I don't want to make this thread sound like a broken record but CO is awesome for almost everything outdoors. CO does lack in large bodies of water, so consider that an issue if boating is your thing. My wife and I are CO natives and have no plans to ever leave.
x2 for VX Mile High & VXsport's comments AND you get a big VX community on CO...
Also, a friend of mine is a mechanical engineer and works at Lockheed Martin in South Denver.