There's a bus that runs between the CO gates and the DL gates at IAH, so you don't have to go through security changing terminals and there are signs up everywhere directing you to the DL gates. You can't walk directly to the DL gates however without going through security.

You can take the train to terminal A, but that requires going through security also. However, going through security at Terminal A (DL gates) is pretty easy, obviously not a big DL destination. My DL segment IAH-CVG got delayed and rather than getting my rebooking done at the gate and having to wait in the long line, I left security and went to the DL ticket counter. Getting through security took about 5 minutes at the most.

I made the connection last fall from the CO terminals (B, C, and E) to the DL terminal (A) and I believe they share that terminal with American, United, Southwest, US Air, etc.

You can make the connection in 45 minutes because the bus from the CO terminals to the DL terminal makes several stops at the various terminals. If you're flying in on DL and out on CO, it will probably be even easier because the CO bus gate is right next to the DL gates.

Word of warning, the food court in terminal A sucks. If you want a bite to eat, you probably should get it while you are making your connection to or from the CO terminals.