What kind of diving are you looking for?
Someone once said that the Colorado state motto should be that Colorado is just a plane flight away from great diving. According to DEMA statistics, we have among the highest number of divers per capita in the nation every year, yet we do not have much in the way of local diving. Very locally, it isn't great--shallow lakes with poor visibility. If you are willing to travel a little, it gets better.
If you go south to Santa Rosa, NM, you can dive in the Blue Hole, which is a small sinkhole about 85 feet deep. If you are an advanced diver, you can get in touch with someone who can get you into Rock Lake nearby, which is much, much larger and about 280 feet deep. That is the only real site where you can do serious advanced and technical diving.
So most of the enormous number of Colorado divers go on dive trips out of the country, and the shops do a good job catering to that market. The more serious divers will go south to New Mexico as I described to get their local diving fix. To dive Rock Lake, you have to be under the supervision of a tech instructor who is approved by the property owner. I lead divers there a little more than once a month for pleasure diving and instruction, and I can go more if there is a demand for it. Just let me know if you are interested.