Denver has a zoo, a museum, an amusement park, a water park, the stadium, and downtown. It's pretty much like any other city.
My honest advice would be to cancel the flight to Denver, fly to Aspen, and drive to Glenwood Springs. Glenwood has things you've never seen or done before. My family goes out there at least once a year.
The Hot Springs pool, the adventure park with the fairy cave tours, you guys will want to do the cave tour, it's really amazing, and the hanging lake trail, I haven't done that yet but my dad just did and told me next time we're out there we need to go, but are all unique and amazing and will easily fill 4 days of reasonably priced fun.