City Market is conveniently located at the entrance of town. Take the Park Avenue exit and an immediate left at the Airport Road light. As a heads up groceries in the county tend to be a little pricier. For an added savings, check into your lodging first where you will find a City Market discount card for your use.
You can also stop at a grocery store in Denver before making the trip up. There’s a King Soopers on the southwest side of I-70 at Exit 264 (Make a left onto W. 32nd Ave. You’ll see it after you’ve gone under the overpass), and a Whole Foods also on the southeast side of I-70 at Exit 263 (Make a left onto Colorado West Blvd, then a right onto W. Colfax Ave. You’ll see it on your right).