The weather in Colorado is absolutely unpredictable. One day, it can be freezing, with four feet of snow, and then a couple of days later, it's in the 70s and sunny. Thus, all weather attire is appropriate, but since it's Colorado, bring plenty of warm clothes. In the summer, it's shorts-and-flip-flop weather, but in winter, you'd better bundle up and enjoy the cold and snow. Colorado has all four seasons, but the winter is long, so again, bring almost anything and everything for every condition.
Be prepared for anything, and don't try to guess the weather for the next day because it will almost never turn out in your favor. Wake up every morning and check the weather and then decide what to wear. Don't decide the night before because it probably will change. To reinforce the point, just bring clothes for all types of weather, so you won't freeze one day in May because you are wearing shorts when it is snowing!