I'm a Denver native and am incredibly familiar with nearly every game store in the state. Here's a rundown of all the game stores in the area and a few more if you feel like taking a bit of a drive:
Doc's Games: Docs is a chain of 4 stores that has a pretty infamous reputation for being very overpriced. Their priced have come back down to earth a little in recent years, but they are still on the high side. Their selection is decent at their Smoky Hill and Illiff stores, but the others are okay last I saw. I'd say go there if you have some extra time, but only then.
Game Force Aurora: If you want to talk overpriced games, it doesn't get much worse than this. They are a very long running franchise here in Colorado and they used to be awesome, however I think the store is doing pretty bad so expect to see some ridiculous prices if you go there. Their selection is decent and Jim, the guy who is generally working there is really friendly. I just can't get past their prices which deter me from buying anything there 98% of the time I go there.
Level 7 Games: They have 3 locations in the Denver area, and their selection is very good, and their prices are mostly fair. The owner Jon is a super cool guy and has hooked me up numerous times. Definitely check their stores out.
Gamezone: Do not go there! It's by far the worst game store I've ever been too. Extremely overpriced, below average selection, and just a crap store all around. I'm astounded they are still in business.
Buy Back Games: They recently downsized their franchise to just two stores, down from about 6, but their Wadsworth store is the one to go to. They have a pretty large inventory of mostly newer games from the PS2/Gamecube and newer. They do carry retro stuff as well, just not as much as they used to. Their prices are kind of all over the place with some stuff being very overpriced and other times they significantly under price games, like a fraction of ebay. The latter deals are what keep me coming back. I'd definitely go there just to see if you can find a good deal there, I often do.
Game Force Boulder: This game store has the best selection of games in the entire metro Denver area and their prices are mostly fair. They have a ton of retro, newer, imports, merchandise, and pretty much anything else you can think of. They are definitely a shop that is geared towards the hardcore crowd and as I said their prices are usually fair. I'd definitely check them out.
These next stores are a bit of a drive, but if you are down for it, I'd recommend a few of them:
Gamesource (Colorado Springs): They sadly used to have a store in the Denver area that unfortunately closed due to outlandish rent prices around here, but luckily their CO Springs store is still around if you're willing to drive about 60-miles south of Denver. They are my favorite game store in the state, mostly due to their prices which are excellent across the board. The owner Steve is one of the nicest guys ever and I can't count the amount of times he has hooked me up over the years. 75% of their prices are below ebay, some significantly so, and their selection is above average typically. I'd highly, highly recommend the drive to Gamesource; I live about 50-miles from them and still go there about once every other month. They are an excellent store.
Game City (Monument): Located just north of CO Springs, they are a decent game store. Prices range from fair to high, and their selection is mostly good. Some people love them, but I've always thought they were okay. Luckily they are on the way to Gamesource if you decide to go down there, in which case I'd swing by there and check them out.
The Game Store (Colorado Springs): About the most generic name for a game store, and there selection and prices are fairly underwhelming as well. I've never bought anything from them ever, mostly because they are a bit to high in price on most stuff. Still, to make your trip more worth while you can check them out if you really want to.
Video Game Exchange (Colorado Springs): I'm not a fan of this store either; prices are a bit too high, selection is decent however. I'd swing by there if you decide to take a day trip down to the Springs.
Game On (Colorado Springs): They are partially a tabletop card game shop as well, which is what they prioritize over their video game selection these days. Their selection isn't that great and their prices are on the high side as well. I'd definitely pass on this store.
Game Force Pueblo: I am simply listing this here because it is further south, but from Denver it's about 100-miles away, and definitely not worth it. Prices are fair, selection is okay, but unless you are going to be driving through Pueblo for some other reason I simply cannot recommend the drive to this store. Otherwise it's an okay store.
Now for the stores North of Denver.
Games A'Hoy (Loveland): Other than Game Force Boulder, both Games A'Hoy locations, both in Loveland (just south of Ft. Collins) have the best selection of games. Prices can be on the high side from time to time, but from what I've found they are mostly fair. They have an amazing selection of retro games, with many rare titles for all sorts of consoles. I go up there a few times a year and nearly every time I go there I blow at least $100. So much excellent stuff at both their stores.
Game Factor (Greeley): A am mostly not a fan of this store; they are mostly overpriced and the last time I went there the guy working there was a bit of a dick. I have caught them slippin a few times, including on one very rare game, but if you want to make your trip to Games A'hoy more worth it I guess check them out. Selection is decent at this store.
I think that covers most of the independent game store. In the Denver area we have three stores called 2nd and Charles which are like Books A' Million or Entertainmart if you've ever been to one of those, and I find deals there occasionally. Speaking of Entertainmart there is one in the Springs, but I can count the amount of gaming deals I've found there over the years on one hand; they pretty much suck. But all these stores have a pretty large selection of games, but prices are really all over the place. I'd still at least check out the 2nd and Charles stores while you're in Denver.
If I had to make a top 5 game stores list you should visit I'd say:
1. Gamesource (Colorado Springs)
2. Game Force Boulder
3. Games A'Hoy (Loveland)
4. Level 7 Games
5. Buy Back Games
And there you go, probably way more than you were expecting or wanting. Let me know if you have any other questions about the stores, the area, or whatever, I'd be happy to answer
