off season camping in Colorado...need help

I'd like the mountains, but don't want to run the risk of getting too deep into the mountains, and not being able to get out for a few days due to bad weather (I know that could be a risk anywhere in the winter), that's why I was considering Cheyenne Mountain SP, but since they don't take off season reservations, what are the odds of me getting there and not having a place to stay?

I appreciate the suggestions so far, and a couple have real potential. Don't know about the skiing, maybe toobing...snowmobiles would be cool.

For the Colorado residents, am I crazy to keep contemplating a winter trip? Road conditions, unpredictable weather, unpredictable campsite availability??