Red Rocks Park and Amphitheater is arguable one of the best venues in the world! You can visit to see the Amphitheater and the beautiful views (but make sure they aren't preparing for a concert) or you can book a show and experience the magic it has to offer.
There are so many activities the go on here from yoga to outdoor movies. If concerts are not your thing, no worries - it is still for you. They are usually open until 2PM, but visit www.redrocksonline.com to check out the events scheduled here. Even their website will break down why the Red Rocks Park and Amphitheater is so special.
Have a great time!