Jox has it right, totally amazing experience. While at the Rockies game, be sure to hit up Cheesesteak Connection (
www.cheesesteakconnection.com). I can vouch for the authenticity of their food, good stuff and I have delivered to my place quite a bit. The Denver Art Museum isn't all that bad either. Oh yeah, for breakfast, get your friend to bring you to Broadway & Evans to a place near the corner called Breakfast Palace. Ten years running it's the best cheap breakfast in the city. It's a total slophouse, but in a good way.
For a good evening meal/dinner, try hitting up Cru Wine Bar at 15th and Larimer (not far from Coors Field). Place goes from cheap to ridiculously expensive depending on your tastes and budget. Be sure to ask if Tim is there, he'll be sure to hook you up well. The 16th St Mall area where that is at is pretty active most nights, so check it out.
Also, for Red Rocks, avoid it on the 13th at night through to the 14th as they have a movie and Death Cab for Cutie the next day there and traffic is HORRENDOUS. Feel free to drop me a PM if you have other questions or want to get in somewhere short notice.