I'm going to make a couple of assumptions about the original post.
Seems like here "Rockies" may be used in the more limited sense of "Rocky Mountain National Park" since the OP has been in Lake City and other places which are in the "Rockies" in a more general sense.
Another assumption: "on the way" would be between Altus, OK and Rocky Mountain National Park.
I could be wrong about both of these, but if I'm right, a place that comes to mind with 'on the way' and 'beside a lake' might be Trinidad State Park near Trinidad, CO.
Anyway, I'll just add that to the mix.