This is a link to a handy thread with lots of info on shooting areas in Colorado. A map of the areas is here...
http://maps.google.com/maps/ms?ie=UTF8&hl=en&msa=0&msid=111844454099970657498.000479c1cf7537e8510af&z=9 (http://maps.google.com/maps/ms?ie=UTF8&hl=en&msa=0&msid=111844454099970657498.000479c1cf7537e8510af&z=9)
http://www.co-ar15.com/forums/showthread.php?t=14787 (http://www.co-ar15.com/forums/showthread.php?t=14787)
There is a nice little indoor club not on that list:
http://www.arandpc.org/