I absolutely would not put a locker up front. Especially since you live in snow country. I've run open front, Truetrac front, Lockrite front and now ARB front. By far, the ARB is the best set up, but if I couldn't afford an ARB, I would leave my front open, if I had to do it over again.
I personally like to drive in 4WD on dirt roads and snow at normal speeds...anywhere from 20-40 mph, sometimes even highway speeds, if I'm driving in intermittent snow conditions and this is just not safe with a front autolocker. The steering is not only heavy, but unpredictable and dangerous. The problem is the locker won't always unlock in a turn and then can suddenly unlock. Anyone who has an autolocker in the back has experienced the slight jerk or shift as the locker unbinds or the really loud pop in a turn, when the thing binds up and then unlocks a little later than it should have. In the rear this can by annoying and slightly unnerving, but up front it can be downright dangerous.
When going down a dirt road at say 35 mph and rounding a corner, the last you want to have happen is while your putting in extra steering imput to compensate for the locked front end, it then suddenly unlocks unexpededly in the middle of the turn, causing you to over compensate your steering. That's just one of the dangers of a front locker, IMO. Now if you keep your speeds to a crawl, then no big deal. I just depends on how you want to drive and how fast you could see yourself using 4WD. With a stock rig, you have the ability to drive freeway speeds safely in 4WD which could come in handy on the Colorado freeways. I wouldn't throw that important advantage away.
To start out with, I would install a rear lunchbox locker, like the Aussie, or EZ or Lockrite then invest in a good set of tires, like some siped Goodyear MTRs and you'll be able to go anywhere IFS will allow you to.
Good luck.