Welcome to the Forum Jim. I used to live in Denver some 30+ years ago.
About the only thing altitude affects is your smoke/cook times and fuel-your smoke/cook will be longer so you will need ample fuel. The things I cook in the valley always take longer in the mountains because of the altitude.
Welcome Jim, I too used to live in Colorado. What I remember most is the effects of drinking beer for the first few times at a higher altitude wow. But Earl is right it does take longer. If you get a chance go to pikes peak, the view is breath taking...Bring a six pack with, and a DD.
Welcome to the forum Jim. I also lived in Denver for awhile as well and the Greeley and Ft. Collins area. It's a real treat up there in the mountins and I hope you enjoy it. The longer cook times do have a silver lining, you'll have more excuses to go out and check the smoker and drink a few more beers! Hope you enjoy the forum as well.
Jim, Welcome from another who's spent some time at Lowry AFB. Very beautiful country where you're at (just a little envious). The other challenge I've heard from others in your area is that quality smokin' wood can be a little hard to find, hurray for UPS!!
I too live in the Denver area. You'll find everything costs more here, and good luck finding a whole packer brisket and if you do pm me :) Actually, I can recommend a great butcher out in Aurora (Sam's Meats). Much better than Tony's and cheaper too. Anyway, welcome to smoking a mile high.