Do literally anything at Red Rocks
Hike the trails, take a picnic, catch a flick at Film on the Rocks, or, duh, go for a concert. It doesn't really matter what your plans are when you've got a place this gorgeous to set the mood.
Take a hike
Yeah, this isn't what you want your date to say to you. But, it is the simplest, cheapest, and best option for one-on-one time outside since Colorado is home to countless hiking trails both in and outside the city.