There are things to hunt, and as a resident, they are a lot cheaper than as a visitor for sure. Denver is a big city, with a lot of folks.
Ask about the east west corridor (highway) leading from Denver to all parts west, going thru beautiful mountains and such (good thing), and getting backed up like all heck with all the traffic (really bad thing).
Elk are addictive, mulies ( normal sized ones, as trophy anythings are a different animal) sure don't seen as skittish as whitetails, the turkeys that they have out there sure like to follow me around and are nothing at all like eastern's in that temperament. Fair number of bears out there. I don't recall seeing a lot of bunnies, but grouse can be numerous, depending on the year.
It is (Colorado) a great place to visit, and I do it as often as I can, never lived there though.
ChuckC