I worked five summers in northern NM for the scouts and got up to CO every chance I had. Good 'nature' spot? Pick *any* national forest, get a map and just explore. Barring fire restrictions, you're pretty much free to go wherever you want. As far as mountain towns go, try to get up to the Aspen area and Maroon Bells (they're a mountain, if that makes sense). *breathtaking*
...Ok, let me just get this off my chest: I'm soooooooooooooo envious of you!! How I'd love to be in CO!!!. You simply have to have some crazy adventures that I can enjoy vicariously. I'm 30 now. My fun is over.