My daughter lives in CO, so I fish those rivers. I take a 9 1/2' 5 wt and do fine. I like to fish dries and you can generally manage it. Seems like caddis are around all the time and an elk hair caddis seems to be a staple. The PMD's are pretty much like sulphurs - but like any mayfly hatch can be late or early and you never know the week you have planned. Last year was a wet year and most places were blown out all summer. Nymphs seem to be either big stoneflies or little midge stuff. Bring just a few small midge dries because you can find the fish being snooty sometimes, although it isn't that way most of the time. Evenings have spinner falls so some rusty spinners wouldn't hurt. Your PA flies will work out there nearly all the time - if it works on Penn's Ck it will do well out there. Most Western flies seem more brightly colored and have more sparkle than Eastern flies. They work well, but occasionally a duller, sparser PA fly will do the trick. For example, in the tailwaters mysis shrimp are the staple and the local flies have a lot of flash that can turn off the fish in bright conditions. I find a Magic Shrimp works great when the fish turn off to the brighter flies.
Bugs don't seem as technical, but it still helps to be an accurate caster. Need to hit seams, foam lines, and fish right up to overhanging bushes. If you float, much of the fishing will be to hit the bank pretty close. If it's sunny and the water is clear the fish can spook so you will get more fish if you can accurately hit the cover spots from a moderate distance.
Good luck - the fish are all wild and feisty.