One of my favorite places to hike is Curecanti.  A good hike is Dillon Pinnacles, which is about 4 miles round trip.  It's a moderate climb in elevation through ponderosa pine and sagebrush.  At the top you can get a good view of Blue Mesa and the San Juan mountains.  The Pinnicles are fantastic weird rock formations.  You have to watch the afternoon thunderstorms with lightening up at the top.  One time I got stranded in a big thunderstorm and had to wait it out for almost an hour because of the bad lightening.  When I get a chance I'll post some pictures.