In reply to jacoob81:
I've stayed in Ouray for the ice climbing, not sure about classes, but its very accessable stuff,most can be top roped if you want (we appeard to be the only ones leading and only a few minutes from the nearest b+b type hotel (we stayed at the Victoria Inn - 10 mins from the ice). However - its a long drive from Denver.
Vail may be a bit closer but full of stockbrokers on skis doing deals on their mobiles.