Also around Memorial Day.
I’ll jump on the Glenwood Springs bandwagon. It’s beautiful country - historic hotels, plenty of good restaurants, and Doc Holliday is buried there - somewhere. It’s also close to Aspen, so you could go for a day trip.
Whoa! Frank and I agree on something? Damn, you know what this means - We must destroy Glenwood. 
Well, I would recommend Telluride (ahem), but if you can’t make it down to these parts, I’ve always thought Glenwood would be fun. It’s not going to be a cabin in the woods, but at that time of year you might get snowed out, anyway. I also agree with the others that it’s worth waiting until early June when it’s often dry.
If you’re interested in spooky surroundings, another option is the Stanley Hotel (in Estes Park). It was the inspiration for Stephen King’s “The Shining”, and the miniseries (but not the Kubrick movie) was filmed there. Apparently it has some ghostly history of its own. It’s one of those places that I’ve never been, but plan to get to eventually.