There's nothing wrong with driving straight up from Denver you'll be fine. The single biggest thing you can do to help yourself is staying hydrated, lots of water. There's a lot of research that shows Ibuprofen is effective in cutting down altitude sickness in most people.
My recommendation is on the drove up stop in Idaho Springs and hit up Beau Jo's (mountain pie style pizza, a staple of Colorado) an maybe stop next door for a beer at the Tommy Knockers brewery.
Breckenridge is awesome, that place literally looks like a Christmas card during winter. It will be the tail end of ski season so expect snow on the ground, high trails will be covered so plan accordingly. I don't really have much advise on hiking, I mountain bike up there a lot so all the trails I have experience with are long.
Frisco, the next town over, has my favorite restaurant Kemosabe. It's a sushi place, they open at 4, dinner only.
What type of stuff are you guys wanting to do? Honestly it's kind of an awkward time of year to come visit, ski season is finishing up but things haven't dried up enough for the spring/summer activities. That time of year the front range is really nice weather wise and there's a lot of trails and stuff that should be clear and dry.