So, it sounds like youre perfectly open to most anything on the marketexcept whats on the market. Is that correct?
L.L. Bean Weather Challenger Jacket
Weather Challenger Jacket
The trouble with fleece is that by itself it usually isnt all that warmat least, not when worn as the primary insulating piece in cold weather. Most soft shells are aimed at the high-aerobic market, although there are exceptions which I will get to momentarily. One possibility is to get a three-in-one jacket, a piece that has a fleece liner that can be worn alone when its mild and dry, a shell that can be worn alone when its mild and wet, or you wear them together in cold weather. L.L. Bean makes a nice piece along these lines called the Weather Challenger Jacket ($159; llbean.com). It has a wind-blocking fleece inner jacket, with a water-proof breathable shell that uses Beans light 2.5-layer membrane material. Its really quite snug; over a sweater, and with gloves and a hat (it has a hood), you should be fine in Colorado.
Another option is to look for a down sweater or something similar, use that as a primary layer, and then add a shell when its colder or wetter. Down sweaters dont have the bulk of a down parka," and they actually can be quite flattering. Patagonia makes a lovely down sweater for $175 (available in Fall at patagonia.com). Over it, toss something such as Marmots Oracle Jacket ($150; marmot.com), which gives you a waterproof-breathable layer in an array of stylish colors.
On the soft shell front, Mountain Hardwears Womens Synchro ($185; mountainhardwear.com) comes with waterproof-breathable laminate bonded to a fleece liner. Plus its really quite nice-looking. Over another layer or so, I think youd be fine with it during Colorado winters.
Hope that helps!