Rocky Mountain National Park doesn't have hookups but sure is a nice place to stay a few days if you can.
This article may help you learn a bit about where you can camp with your RV...
Where You Can Go CampingColorado allows camping all over. This web site has links to just about all its public camping possibilities, as well as research ideas for RV parks...
Colorado RV CampingMany of us that have been RVing for a while have learned that "boondocking" is perhaps the best way to find great RV camping sites.
This page will likely help you too.
Boondocking - Dispersed CampingPractice boondocking in your driveway to get the hang of it. It's the only way to get away from crowds!