I live in Golden, CO, just west of Denver. Thankfully, Golden is a little oasis along the Front Range. It is a suburb of Denver in distance, but its own little town in character. Golden still closes the main street for the Christmas candlelight parade and for the kids on Halloween.
Like Arizona, Colorado is quite varied in nature from place to place. Along I25, Southern Colorado is rural and dry land agricultural. Pueblo still has its small town character, but is in an economically depressed state - makes real estate inexpensive, though.
Colorado Springs up to Fort Collins is urban sprawl. To the east of I25 corridor in that area are the high plains farming and ranching towns. Along I25 in that area are suburb after suburb.
As for weather, I used to be able to ride my motorcycle in the Denver metro area all but 3 or 4 weeks in the winter. For the last few years it seems that, although there isn't more snow, there are more, small snow storms and sand on the roads, so I rarely get on the bike during the winter. I find the winter to be no more severe than what I experienced living in Virginia for 15 years.
It's hard to generalize about the politics. Colorado Springs is decidedly conservative and Ft. Collins is relatively so. Denver and Boulder are very, very liberal.
A close relative is a law enforcement officer (police) in a county just south of Denver. There are gang problems, but they tend to be focused and concentrated in certain locations. In my neighborhood, we have never seen a gang issue in our 29 years here. Just east and south of us, there definitely are gangs. People into the drug scene find themselves in the gang environment. Decent citizens may never experience known contact with gangs or gang members. Go into Denver downtown and leave a bar at 1 or 2 am and you may have a gang experience. I can't manage to stay up that late, so I wouldn't know a gang member unless he showed me the tatoos on his neck.
Your experiences living in Colorado will be defined by where you live in that I25 corridor, what your lifestyle is, and who you socialize with.
Ron