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In regards to venues, schools and churches tend to work really well, or if you can find a convention/event center then that could also work, although those tend to cost a bit more to rent for the day.
With regards to where in Colorado, I know some venues in the Springs area, although some cost a bit and are harder to use, since they tend to be booked out pretty far in advance. There are some other organizers in Colorado that might have some options and I can ask, although for the most part you will have to look around and see what you can find.
The other thing that you should keep in mind when looking for venues, is to ask if they have discounts (or even willing to sponsor the venue) for a non-profit event/a educational event.
Please let me know if you have any additional questions.