My wife and I loved our time in CO (Highlands Ranch) and we made some lifetime friends, but I prefer Utah.  

Less traffic (although as others have stated...it’s getting crowded)

Closer to the mountains. Our family skis/boards and you really can’t beat the commute in Utah to world class resorts vs hour(s) on I-70 in CO  

Less marijuana. When we go back and visit friends, they say the pot laws have absolutely had a negative impact. 

Now the church thing: We had a great ward in CO. We had two other member families on our entire street and the ward had fairly large boundaries. We didn’t feel like everyone knew everyone else’s business like we sometimes feel in Utah. But we’ve always taken the approach that the ward experience is what you make it - no matter where you live. So yep, there’s some real ‘weird’ members in Utah. But I always chalk that up to simply a higher concentration. You’re bound to get a few nutters in the mix with that many members in one place. 

Would we move back to CO? Probably not. Mostly because of where our kids are in school right now  But overall, we really liked it  

Coincidentally, my wife lived in NYC before we were married and she also loved her time there including the church experience. But she did say that she couldn’t see herself raising a family in Manhattan.