It will be a dog in around Steamboat springs(7000ft). But I noticed the power was good in and around Denver. I have been to CO twice in my discovery. Powerloss was not an issue till you get over 5000ft.

 

Don't worry about the altitude, the only thing you will notice is you will loose some power and Mileage, which all vehicles do in high altitude situations.
Change your oil , top off your coolant while the engine is stone cold, air up you tires to 40 #'s all the way around, replace your air filter if dirty and throw a can of B&G's 44K in the tank before heading this way.
Where, in Colorado, are you moving to?

 

I did almost the same move as you last summer. I moved from Oklahoma at about altitude of 1000ft to Woodland Park, Co with an altitude of 8600ft. The disco did great but wow did I notice the power difference, felt like lost two cylinders. My check engine light did come on during the drive but turned off the first time I restarted my vehicle. It did seem to start and run a little rough at first when I was here, but that didn't last long.