Try Gray Line's Mountain Parks Tour out of Denver hotels or Cherry Creek Mall. A good way to see local points of interest including Red Rocks.
Foreigner and Styx with special guest Kansas Cons: uninspiring
In ShortBuilt during FDR's New Deal effort, Red Rocks is a man-made wonder that works in concert with nature. Get there before the show and take a hike; you might see mule deer, falcons...