By all means, visit the Garden of the Gods. Once you have had time to acclimate to the altitude, take the Pikes Peak Cog Railroad. Needless to say, dress very warmly. This time of the year, it does not go all the way to the summit (see
http://www.cograilway.com/ratestimes.htm#rates0 ) but you will still get a fantastic view from 12,000 ft. If you have time for one evening in Denver and want to try something both distinctly Western and truly exotic for dinner, try the Buckhorn Exchange.