There is always the long arm of the Federal law you must follow and permission of landowners/government as applicable. Support your local Sheriff, watch out for the possies! Watch out for burn bans and critters. Best to stay out of the metro areas like Denver and Boulder. There are open spaces and parks on the front range of Colorado you can get permission for LPR and MPR. The farther away from the big cities the better. The clubs are great for HiPo. Wyoming, the greatest State ever, is where the good ole boys do what they like....under the law.
Living in the middle of the seething liberal hive that is Metro Denver I can get in the car and in about two hours in any direction I can launch anything I want with a club. NCR (Norther Colorado) on the Pawnee Grassland is big time 40K waiver. Hartsel (South Park) or SCORE (Pueblo) for research. One hour drive to three NAR 125g propellant sites (CRASH, COSROCS). I could launch LPR in the City of Denver but you need the right connections. I launch with some old dudes, mostly LPR in the park (soccer fields) by the Broncos training facility. Sometimes I sneak in a Pyramid on a G for grins. You can launch under a 125g at the Arvada RC club up by Rocky Flats if you are a AMA member.
Alamosa is awesome but a bit more of a drive, but the mountain roads are worth it in a corvette convertible hauling a big rocket in the passenger seat. Put the petal to the metal and a four hour drive can go down to just over three in the early morning summertime hours. Arrive invigorated and ready for an even "more need for speed" mindset.