We stayed there last summer. There are the usual tourist sites - water parks, etc.
The best time we had though was the inexpensive (by eastern standards) horse back riding. Try to get over to Rocky Mtn. Nat'l Park and you can take a 1/2 day tour for around $50 per person.
You are also not too far from casinos if that is your thing.
The view is magnificent! Have a great time.