This has been an interesting thread to read through. I'm born and raised in CO so I'll chime in with my $0.02 now.
Fireplaces: I believe it is against zoning regulations to build a new home with a wood burning fireplace in most of the Denver metro area. Our house was built in 1988 and has one, but most newer homes have a gas fireplace. As others have mentioned, they actually pull warm air OUT of the house when it's cold and they're not being used, so just something to consider. If you're looking at newer homes, that shouldn't be an issue. My wife prefers the wood burning fireplace, but she doesn't pay the power bill either.
Cooking/Baking at Altitude: Cooking at altitude, for the most part, is no different than cooking at sea level. The one thing to consider though is that water has a lower boiling point here, so it may take a couple minutes longer to cook pasta than you are used to. Baking, on the other hand, is much different here. Most cook books, recopies, and mixes that you buy at the store have high altitude cooking instructions so it's not a big deal.
Windshields: Yes, you will go through them fast here. If CO had a zero deductible windshield coverage plan the insurance companies would jack our rates up in other areas. The best advice I got from a USAA claims adjuster a while back was to lower my comprehensive deductible to $50 from $500. The small amount that my premiums went up due to the lower deductible was more than made up for with the fact that I go through a new windshield every year or two. I'm not a fan of clear bras so the front end of my 4Runner is pitted up pretty badly. I guess that's the price you pay for living here.
Using 4-wheel drive: OK, I guess we're finally on topic for a 5th gen forum! One thing you'll find with driving after a snow storm here is that the main roads will be plowed and clear up faster, while the side roads (especially the shaded ones) can remain iced over for days of even weeks longer. This presents a challenge when you have a part-time only 4-wheel drive 4Runner like the 5th gen. I'm fortunate to have a 4th gen V8 with full-time 4-wheel drive, so driving back and forth between slick, side streets and dry main streets in not a problem. You might find yourself needing to turn 4-wheel drive on and off several times on the same drive even going short distances. My advice would be to take it slow, leaving in in 2-wheel drive when you can so you don't constantly have to go back and forth. My wife is a terrible driver with a rear-wheel drive car in the snow, and she'll be the first to admit it. She has an all-wheel drive Highlander which works great for her. 4-wheel drives give a lot of people a false sense of security here. There is no replacement for winter driving skills and a good set of tires.
Tires in CO: I don't want to get into specifics here, because tire threads always cause debate, so I'll keep it brief. Our winters are very different than they are back east or up north. We don't get as much ice and when we do, it usually melts quickly. I think studded snow tires are overkill in this climate and I would only consider snow tires (like Blizzaks) if I had a two wheel drive car. The roads here are dry more often than not, even in the winter. So you'll tear through snow tires with softer compounds in no time. I would suggest a good set of A/T tires for the 4Runner if you don't already have them. Plus, A/T's are great to have if you want to start exploring some of the great off-road trails CO has to offer. I don't think you would need anything more than an A/T to get around safely in your 4Runner.
CO in the News: You would think from watching the news this summer that this would be a horrible place to live. I know many here would prefer for outsiders to think that, but it's simply not the case. With the fires, the movie theater shooting, and now the passage of "legal" marijuana (which is still illegal at the Federal level, BTW), we still go about our lives without much change. One thing I did notice with the fires and the movie theater massacre is that we all come together as a community in the face of tragedy, and that is why I am very proud of my state.
Finally, you are moving to Broncos Country. John Elway is a god here. You might want to leave the Jaguars gear behind.
Hope that helps. Hope all goes well with your move. Good luck.