It really, in my mind, depends to two things - kinda where do you want to be in CO? It is a big state. Or are you - as kinda suggested - wide open to anyplace?
Second. Never been to the mountains and from OK. You realize, I hope, that the elevation changes can affect you. Are you ok with that from a health standpoint? Lake City, for example, is about 8700 feet elevation.
We love - and going back to this trip - Buena Vista, Ouray, and others.
Thomo2099 is always a good source of info.
We leave in a week to the southwest portion of CO which we love. But we also lived in Estes Park near RMNP. And been all over the state a lot.