I'm not from Denver or Vail (live in Colorado Springs), but here are two things I'd recommend:
1. If you like Mexican food, I personally really like Blue Bonnet. Whenever I'm in Denver, we eat there.
2. If you are willing to travel another hour west of Vail to Glenwood Springs, one of my favorite hikes is there - it is called Hanging Lake. It is short hike (a little over a mile) and steep (you probably gain about 2,500 vertical ft in that mile), but at the top is a lake that is basically hanging on the side of the mountain. Absolutely beautiful and a great Colorado experience IMHO. Plus the drive is awesome (Glenwood Canyon is beautiful).
Enjoy your time here!