Okay, here's my story.
I was born/raised in upstate NY and moved to Denver this past July.
Like many on here, i focus most of my efforts and resources on records and beer. When I first came out, I didn't have a job because I was too busy studying for the LSAT. This gave me some time to check out the city inbetween practice tests.
The thrift stores are pretty good. There's a huge salvo by my house that sells 10 cent records. There's a goodwill near cherry creek (rich people) that has the best housewares for cheap.
Record stores are also pretty good - wax trax is top for new punk. Cheaper used records are priced really well, but I think some of the higher-end stuff is kept under the counter. Good used jazz.
Twist and Shout is OK. They have a good selection of new and used records, but their used prices are on the higher side.
My new favorite is just north of the city - Black and Read. Half the store is used books, the other half is mostly used LPs. Not junk. Lots of good stuff, some rare stuff, everything priced very fairly. Lotsa punk. Definitely my favorite.
There are some good restaurants. I'm not huge into mexican, but some neighborhood joints have fantastic food and cheap beer - personal favorite is at 17th and vine and called Vine Street Pub. There is some good thai as well.
Grocery shopping is solid if you avoid safeway. Stick with King Soopers, scour their half-off and near expiration goods (cheap cheese, meat, pesto, juice, spinach). Sunflower market is fantastic for cheap produce and quality meat. There isn't a ton of homegrown produce, which is sad, but they still have farmer's markets when the weather is good.
Local music is not so good, as stated. I haven't checked out the young-teenager-thrash scene, which seems to revolve around a place called the blast-o-mat. Google if curious. Haven't gone to too many shows, but the ones I have seen haven't been great.
The logic of touring and geography means that most bands won't come to Denver. This is unfortunate.
There are tons of great craft brewers in the area, which means that there are always sales on good quality and local beers. This is a very good thing. The brewery tours are very cool as well, and most bars have good happy hours with good beers on tap.
I know that there's outdoorsy crap, like hiking and shit. I don't do that too much, but if you're into it, this is the place.
Lots of Hispanics.
I really don't have a positive impression of Boulder. Seems like everyone walks around with this inflated ego and sense of entitlement. More rich people, which i don't like. More expensive, gimmicky, fake hippies, all that crap. Even still, it's fun for a weekend trip if you know people there.
Haven't been to fort collins.
The weather is usually really nice, but dry. If you have allergies, they will significantly reduce or disappear upon coming here.
Job market seems to be the way it is in most big cities, but that's another discussion altogether. Suffice it to say that I don't think the recession has hit Denver (or CO) as hard as it has in states like nevada, florida, arizona, some of the midwest...
oh, and coming from NY -- people don't know how to fucking drive here, especially in the snow.