There are two bathhouses in Denver: The Denver Swim Club and Midtowne Spa.
The Swim Club is located 3 miles east of Downtown Denver on Colfax Ave. and Olive St. It's the smaller of the two bathhouses, but what it lacks in size it makes up for with nicer/newer facilities. It has TWO swimming pools: an indoor pool open year-round and an outdoor pool open seasonally. It's also one of the cleanest bathhouses anywhere. The clientele is pretty diverse. Members range in age from 20's to seniors. If you're looking for guys your age, 20's, you're probably a little more likely to find them at The Swim Club. The place is busy pretty much all weekend, but especially on Friday and Saturday nights. In fact, you gotta get there pretty early if you want a room, cuz they sell out fast on weekend nights. Check out their website: http://www.denverswimclub.com/
Midtowne Spa is located just northwest of Downtown Denver. It's bigger than DSC, but not huge. It has two levels with lockers, most of the rooms, steam room and hot tub on the main level, and play areas in the basement. You'll see all sorts and ages of guys at Midtowne Spa, but if you're into latinos, you'll almost definitely find them here. Friday and Saturday nights are busy here, but they're less likely to run out of rooms if you want one. Their website is: Midtowne Spa
Denver doesn't have any "sex clubs" like Slammer in LA. But there are a number of adult arcades in Denver where guys fuck around. A few notable ones are Pleasures on West Colfax, Pleasures on North Washington, and Romantix on South Santa Fe and Mississippi. Check out this post for more info about porn arcades in Denver with glory holes: Glory Holes in Denver
Hope that helps! Have fun!