Colorado is all about the outdoors. Packing for its sudden dramatic temperature changes can be a practice in futility. Not to worry though, here's a quick guide to what you will need.
Water. What? I can't stress this enough. I know it's not an article of clothing, but it might as well be in this arid climate with high altitudes. It should be attached to you at all times. You should be consuming it like a beer-drinking college kid at a football tailgate. Like a mom of three consumes wine after her kids pass out in a sugar-induced coma after a day toting them to every birthday party, sports activity, or celebration of mediocrity. Just sayin', it's that important. Start consuming it before you even get here. And then make sure you have an endless supply of it and it's attached to your hip at all times. It will perform miracles preventing altitude sickness.
The rest of the list is pretty much a no brainer. Pack lots of layers. The weather can change in an instant, especially up in the mountains. Thin shirts that wick moisture, those sweet pants that zip off to shorts, rain resistant jacket, hats, sunglasses, decent hiking boots/shoes if you're hitting the trails, fleece for those cool evenings. If I'm camping at altitude I will often bring gloves and a hat for those cool mornings and evenings.
Don't forget the sunscreen! It's easy to get burned here in the summer as well as the winter. Something about being a mile closer to the sun sometimes makes a difference.
And of course bring a backpack. Keep it packed with the above essentials and you will be ready to hit the trail and go exploring anywhere you see an oppurtunity.