The Rockies have lots of snow and slopes for sledding and tubing in the winter. For fun family tubing near Denver, visit Hidden Valley in Rocky Mountain National Park. Hidden Valley used to be a family downhill ski area and has now been re-developed by the Park into a wonderful sledding area that is easily accessed by car.
A picnic pavilion provides shelter with 14 picnic tables, and flush toilets are available year-round. There's also a winter warming room.
When the kids get cold and tired, head into Estes Park for a hot chocolate and bite to eat at one of the many restaurants in town.