For the most part, informality reigns in the Centennial State; jeans, sport shirts, and T-shirts fit in almost everywhere. If you plan to golf, a collared shirt may be required for men. No matter what your vacation plans are, don't forget to pack sunscreen, lip balm with SPF, sunglasses, and a cap or hat. The sunshine is intense at Colorado's altitude, and there are plenty of souvenirs available that you'll prefer over a sunburn.
If you plan to spend much time outdoors, and certainly if you go in winter, choose clothing appropriate for cold and wet weather. Cotton clothing, including denim, can be uncomfortable when it gets wet or when the weather's cold. Better choices are clothing made of wool or any of a number of synthetics that provide warmth without bulk and maintain their insulating properties when wet. It's not a bad idea to save your shopping for when you arrive in Colorado, where you'll find a huge selection of suitable clothing and gear.
In summer you'll probably want to wear shorts during the day. Because early morning and night can be cool, particularly in the mountains, pack a sweater and a light jacket, and perhaps a wool cap and gloves. For walks and hikes, you'll need sturdy footwear. Boots should have thick soles and plenty of ankle support; if your shoes are new and you plan to do a lot of hiking, break them in at home. Bring a day pack for short hikes, along with a canteen or water bottle, and don't forget rain gear, a hat, sunscreen, and insect repellent.
In winter, prepare for subzero temperatures with good boots, warm socks and liners, long underwear, a well-insulated jacket, and a warm hat and mittens. Layers are the best preparation for fluctuating temperatures.