I don't know where you are in Colorado so it's hard to give specific questions. Let me give you two generic answers:
1. Go to www.agilityevents.net and find an agility trial near you. Go observe and ask exhibitors (ie: the participants) "Who would you recommend?" or "where do you take lessons/classes from?" and that is your best option. That's because most agility clubs and instructors don't have websites or advertise in the phone book.
2. You can also go to Clean Run's website and check under clubs and classes. The list is out of date and in-complete but it's better than nothing.
3. Here are a couple of options I know about:
--Liz Blasio is in Greeley, has an agility school and her URL is: http://www.progressiveschoolfordogs.com/
--I know there used to be a Colorado agility listserv with yahoo groups--you can check under "colorado agility"
--Sharon Bradshaw in Grand Junction at firstname.lastname@example.org
--Lynne Fickett in Durango with Durango Agility Dogs at email@example.com
--Melanie Platt in Lafayette with Front Range Agility Dogs at firstname.lastname@example.org or http://www.frontrangeagility.com/
--Katie or Kathi (can't remember which) Dvorak with "Mile High Agility"
--Front Range Agility Team in Denver at www.coloradofrat.com
Basically, there's just a ton of resources for agility in Colorado, all over the State. And if you're on the border, I'm sure you'll find resources in neighboring states that are close by.
Getting started in agility recs....
1. There is a really good starter book by Joe and Ali Canova "Agility Training for you and your dog." For my money it's the best one out there. Books by Laurie Leach and Margaret Bonham aren't bad ones either. But be warned--trying to learn agility by book is like trying to learn how to dance or do martial arts by book.
2. Learn how to use a clicker. A lot of old-school and traditional folks often push back on the idea of using a clicker, like it's some kind of gimmick or it's a fad or what worked for granddad and his dogs is good enough for me. I trained 15 dogs without a clicker (grew up on a farm, all of our dogs were working dogs). For #16 I used a clicker. I have no idea how you can train agility without a clicker. Stuff like back-chaining, targeting--I'm sure it's doable without a clicker (which is really about operant conditioning) but I don't know how you'd do it. The clicker is really just a tool that works as part of operant conditioning. And that is what ALL serious animal trainers (including the US Navy with the dolphins they train to spot mines, SeaWorld with killer whales, tricks trainers in Hollywood) use operant conditoning.
2. Get obedience down. Even if you don't compete seriously in agility you'll need a dog that can focus, heel off-leash reliably. You'll need a good sit, down, stay and recall.
3. Get into tricks. They're good warmups for your dog, you learn how your dog learns, you improve teamwork, your dog learns you're fun. Think of tricks as mini-agility: you get all the same things from agility except in bigger amounts so doing trick work is a prelude to agility. Plus, tricks are great things to work on indoors and when you've got a couple of feet of snow on the ground.
4. Practice behavior shaping. You need to be clicker competent to do this. Shirley Chong (www.shirleychong.com) has more detail on this. See the game "101 uses for a box" for an example.
Last of all, prepare to become addicted. Getting into agility is the smartest thing I ever did for my dog, we both have a blast. It's his job. If my marriage would survive it, I'd do agility every weekend.