Fifteen miles west of downtown in the foothills of Morrison, Red Rocks is the world's most beautiful natural amphitheatre — 9,500 seats wedged between two giant slabs of red sandstone, with the lights of Denver and the prairie laid out below to the east. The park is open to the public during the day (free), and the climb up to the top row is the city's favourite cardio workout.
A concert here is one of the great American music experiences; book a ticket to whoever is playing on the date you happen to be in town and you will not regret it. There's also a small Hall of Fame museum and a restaurant (Ship Rock Grille) for non-concert days.