Colorado Springs: Chapel at the Air Force Academy.
When you leave the Garden of the Gods Trading Post, take the road that becomes Rampart Range Road to Woodland Park. Twenty miles of incredible view. Don't have a flat (I have done so); it would be an expensive rental car rescue.
If you wander south instead of north from the Springs, the Arkansas River Canyon between Canon City and Salida. (Read some on the history of the "war" between the rival railroad companies competing to lay the one track that is possible through that canyon). While you're there, the Royal Gorge and the Old Territorial Jail.