I spent a week in Colorado this summer fishing the S. Platte. I fished both above and below the Wigwam club and have to say it's the most beautiful water I've ever dipped a wader clad toe into. Fishing, though, is very difficult. About 5 years ago, maybe less, there was a huge wild lands fire in the mountains surrounding the S. Platte. The run off from the fire killed almost every trout downstream (this info came from local fly fisherman I met there.) The state restocked with New Zealand rainbows and browns, and there are some HUGE fish. Above the town of Deckers, the water is classic Colorado river. Below Deckers, runoff from the burned mountains still plaques the river. It's always brown and though there are trout, it's difficult to find them.
After a week of fishing the S. Platte, without a fish, I hit a small brookie/cutthroat stream and had a blast.
My suggestions for Colorado are this. First, hire a good guide. There is a fly shop right in Deckers, you can't miss it because there are only five or six buildings in Deckers. Second, tie the smallest nymphs and midges you can, because that's all those fish will bite. 22-24 RSII's, black beauties, copper johns are best. I didn't see a rise all week and from what the locals tell me, they haven't had decent dry fly fishing since the fire.
Of course, the S. Platte isn't the only fly water in the state. The Colorado and the headwaters of the Arkansas Rivers are there plus countless mountain streams that hold brook and cutthroat trout.
John