Red Rocks is an experience in and of itself. Make sure you get there early to enjoy the full "lot experience" :SIB
The places Vinnie said are great, but not exactly "off the beaten path", although estes park is surely worth the drive. If you want to really experience Colorado, you have to spend a day on the Pearl Street Mall in Boulder. Colorado Springs is great too (that's where I went to school), but I think you can get to a lot of great places that are closer and more remote.
One more remote place I really enjoy would be Golden Gate Canyon Park. This park is right by our house in Coal Creek Canyon and if you take the back road over the mountain, you can get to Blackhawk where all the casinos are. It is a pretty drive, and a lot of easy short hikes in the park. Walker Ranch is also in this area and there are some moderate hikes down to the lovely river.
My favorite place to go is Indian Peaks wilderness which is just north of Nederland. If you continue up the peak-to-peak highway, you get to Estes, so you could certainly make a day of it if you wanted to. There is an awesome moderately tough trail in Indian Peaks that takes you up to a gorgeous lake.
Places to eat - if you like sushi, don't miss the Sushi Den in Denver, but get there early if you don't want to wait! Seriously, the best. We don't eat in Denver much, but like Vinnie said, a lot of good places on the 16th street mall.
We are leaving town on Thursday, or else we would def have you all up for a bbq. I'm pretty sure Cie Grant is going to be in town too.
Have fun at the cheese. I can remember when I was in college and used to see them in little bars - would love to see them at Red Rocks though, that is one epic place.
If you want any more details, you can ask here or get my email. Cheers