I recommend a good pair of hiking boots and a comfortable pair of sneakers. A rain poncho will be handy since BRIEF afternoon showers are likely.
Photo Equipment: Bring lots of film! Colorado is a beautiful place you'll want to capture.
The key to dressing in Colorado regardless of the time of year is to LAYER. The weather can change in an instant, the motto is "if you don't like the weather, wait five minutes it will change!"
Toiletries and Medical Supplies: If you are visiting in the Summer, be sure to have bug spray or more specifically mosquito spray, trust me West Nile is not FUN!
Photo Equipment: Bring a good camera! Colorado is such a beautiful place you could take pictures non-stop. If you are still using film you can find it all over for reasonable prices if you go to Walgreens or the like. For those with digital cameras be sure you have plenty of batteries, or your camera is fully charged!