I live in the Denver area. As AtHomeSewing suggested, Harriett's Treadle Arts is a wonderful shop. Someone else suggested Fabric Expressions, which has a great selection, and their address is 3625 W. Bowles Ave., #13, in Littleton. There is also a new little shop in Lakewood called Emily's Sewing Basket. Not as large as the other two, but a nice shop that is trying to build their business. Nice ladies there, too.
I had a terrible time finding anything in Vail. My husband and I spent a week just outside of Vail (in Avon) and we spent most of an afternoon looking for a shop and never found one. If you get as Estes Park, there are a couple of great shops there. High Country Amish Quilts, 870 Moraine Ave. and Maggie Mae's Quilts, 242 Moraine Ave.
If you need anymore information for the Colorado area, just let me know.