The tallest sand dunes in North America comprise a landscape reminiscent of the Sahara desert, but located in a valley bound by the scenic peaks of the Rocky Mountains. Unlike any place around for hundreds of miles, the dunes are something of a geologic anamoly. The slopes of soft sand are great fun to climb, jump off, roll around in and explore.
Though the dunes aren't located in Denver by any stretch of the imagination, they are an easy drive from the capitol for a weekend sidetrip. Most visitors come to Colorado for the mountains, and you should absolutely see those too, but shamefully few see this truly stunning natural wonder.
The 'High Desert' is characterized by extremely variable weather. Make sure it won't be miserably cold or windy before you plan to visit.