Depends on what you're into,
C.Springs is quiet compared to larger cities, but it still has some nite life.
The downtown area and Northern end of the city seem to have the most hyped
clubs right now. (The Underground, Mardi Gras, and American Beach Club).
A new IMAX theatre recently opened up on the East side. There have been
a lot of new restarants opening up too. Depending on what you are looking
for in entertainment, you might find it just as easy in C/S as in Denver.
Denver has the advantage of more space, larger population, more "prestige",
but it can also have the problems associated with more people trying to
do the same things you want at the same time.
How long are you gonna be staying?