Wind your way up Lookout Mountain (that's the one with the big "M" on it) to visit Buffalo Bill's grave and the adjoining museum. Okay, it's hokey--but it is a Colorado thing that you should at least bring your out of town friends to on the way to the Coor's Brewery tour. The museum houses the typical kitsch and memorabilia, and of course your kids will love it.
Even if Western history does not interest you, the views form the site are breathtaking. It gives the words "scenic vista" a whole new meaning. On the way back down the Golden-side of the mountain, there are places to pull off and the road. Then you can plop on one of the many large rocks and gaze out over the horizon, picking out familiar landmarks from above.