Hello fellow Denverite.
If It wasn't for the fact I was able to get a set of 4 Blizzak WS80's for $87/each (price misprint or something), I would agree and say dedicated snows are not necessary in Denver. I have found that a quality set of all seasons have been good enough, with the caveat that by the 3rd or 4th winter, their performance in the winter is greatly diminished.
For my all-seasons, just put on some General Altimax RT43's. I did not like them at first, but as they've worn, they feel much, much better, albeit, their cornering does not feel as good as my previous set of Michelin tires. I also noticed that on certain grooved roads, the RT43's seem especially prone with their tread pattern to feel like their going side to side almost. I've consistently felt like that driving on I-225 on the way to and from DIA. But outside of those 2 caveats, for the price, overall am happy.