Colorado has some pretty scrict restrictions on fireplacesIf Colorado has so many homes with fireplaces that they have to make using them against the law, then they are overpopulated and I wouldn't live there for anything.
(The right to have, and the freedom to use a wood burning fireplace, is second only to the right to bear arms in my book.)
Suit yourself as to where you would like to live, but the pollution in Denver has more to do with its geography than the population size. Denver and the suburbs were built in a basin where it is nearly surrounded by higher ground. In the winter, temperature inversions prevent the air from circulating out of this basin, and particulates collect in the atmosphere. This causes the infamous "brown cloud." This happens in the same season that wood burning is also happening, hence the strong desire to reduce smoke from fires. By implementing tough restrictions on wood burning and cleaning up the streets quickly after a snow, this ugly visible pollution has been cut dramatically, even though the population has exploded.
For years, brown cloud fouls Denver image