Here are a couple in the Denver Metro area:
Fabric Expressions
http://www.fabricexpressions.com/index.html
Great American Quilt Factory
http://www.greatamericanquilt.com/
Both of these have been around for quite awhile and both have been written up in Quilting magazines.
Fancy Tiger Crafts
http://www.fancytiger.com/craftindex.html
*I haven't been here but I believe this store is geared toward the younger crowd and also has a lot of knitting stuff and yarn.
Harriet's Treadle Arts (Harriet Hargrave!)
http://www.harriethargrave.com/default.asp
*I haven't been here, but it is supposed to be a great shop. This is north of Denver.
Holly's Quilt Cabin
http://www.quiltcabin.com/
*This is a great store. It is about 20 minutes south of Denver.
High Prairie Quilts
http://www.highprairiequilts.com/
*This shop is rather small. It is about 20-30 minutes south of Denver.
Sew-Ciety
http://sew-ciety.com/
*This is about 30-40 minutes south of Denver.
There are several others. Hopefully someone else will chime in and add to the list!