Hi,
Check out the Rocky Mountain trips other families have gone on. I recommend the Colorado Family Adventure Road Trip because it shows fun family things to do like the Dinosaur Journey Museum, a Stagecoach Ride, the Pueblo Zoo, and the Buckskin Joe Frontier Town & Railway.
Depending on what state you're coming from, you may also want to check out this page because it provides some more summer trip ideas and if this is a road trip, you can add other states to your trip.
Let each of the kids pick one activity they'd like to do...it'll make everyone feel like they have a say in the trip & are more amenable to doing the other activities because they know their pick is just around the corner.
Have fun!