Most indoor ranges here won't allow BP in their facilities because of fire hazard. I was told that unburnt gunpowder tends to collect on the floors and sparks from BP can set it off. Pick up the phone and call them all.
Best bet locally may be the outdoor range at Cherry Creek Reservoir. You'll have to pay a State Park entrance/usage fee, plus the range fee, but you can get a State Park membership or whatever it is to lessen the cost.
Myself, I'm a member at the Ben Lomond Gun Club, but it's a fur piece from Denver. Annual membership is like, $110 or so, and it's a drive, but it's well worth it to me. Excellent place, you can shoot anything but artillery, and tracers are frowned upon. There was a 670 acre grass fire a few months ago, but tracers aren't being blamed.
National Forest, you're taking a big liability risk IMO by shooting BP there. Set the forest on fire and that's bad juju.