Made famous by the U2 concert film, Under a Blood Red Sky, Redrocks Amphitheater is one phenomenal venue. I've seen Muse and the Fray there (If you live in Colorado, seeing the Fray is mandated by law). Probably the best outdoor venue in the country, though I understand the Gorge at George, WA is pretty good as well. Park West in Park City, UT was phenomenal, but they had to go and build condos where the stage once was. What a pity.

Redrocks was designed by famous Denver architect, Burnham Hoyt, in the 30's as a Civilian Conservation Corps project. It was recently expanded and remedied.

The first two images are from Redrock itself, the last few images are from an adjacent park, popular with mountain bikers called Mathew Winters park.