Which side of the Rockies do you want to be on? There is a really nice KOA campground with a pool near Dinosaur national park in western Colorado (almost Utah). It is a great area for mountain biking and road biking, and cool hiking in the national park, but hot in high summer.
Steamboat Springs is a nice area on the western slope. There is a river you can tube on, hot springs, and a variety of lodging from campgrounds up to fancy resorts. A fun town too with nice resturaunts and hiking in the mountains.
Estes Park is also a great family town. It is the Eastern slope doorway to Rocky Mountian National Park, so there is everything from camping to the Stanley Hotel. There is a public pool, and I'm sure some hotels have pools although we've always camped there.
Of course, if you have people flying in you might want to stay near Denver, which is the only major airport in the state. In that case I would recommend Chatfield state park, which has a great swim beach, boating, camping, and fishing but is close to Denver and all the attractions found there.
Hope this helps and happy planning.
CD'ing, homebirthing, milk making school teacher. Supporting my family on my income and trying to get out of debt in 2013!