Some activity thoughts:

Denver Museum of Nature and Science: The museum is hosting the Body Worlds exhibition while we are there. This is an exploration of the human body using real plastinated body parts. I haven't seen it before but it is supposed to be awesome. $25.50 per person, which includes admission to the rest of the museum, or $18 in the evening (when the rest of the museum is closed).

Greeley Stampede: There's a free pancake breakfast on the 4th from 8-10 AM, if we can get up that early. The rodeo finals start at 1 PM. The main concert (Gloriana and Stealing Angels) is at 8 PM, and fireworks are after that. There are other events and concerts going on all day; I assume we'll spend the whole day here.

Elitch Gardens: This looks like a great amusement park and I want to go ;-p. As n0m said there are 4 roller coasters, lots of other rides that look fun, and a water park. They will have fireworks on the 3rd as well, so we could see fireworks 2 nights in a row if we really wanted to. Admission is $36.99, which includes all attractions.