Scott, unfortunately, local weather and soil conditions limit the number of nut trees that can grow here in Arapahoe County.   Possibilities and the main reason(s) why they would struggle to survive or bear nuts here:Almond - the only real option is Hall's Hardy Almond; hardy to Zone 5.  Almonds, like their cousins peaches, bloom very early in spring, subjecting them to late frosts and cold snaps.  May fare poorly long-term in alkaline soils. If you want to try one, an E exposure would be best. Worth trying but don't expect an almond crop annually.  Black walnut or butternut - formerly a good choice, now endangered by walnut twig beetle carrying the fungus that causes Thousand Cankers disease of walnut. These trees are no longer recommended for planting in the Denver area.Pecan - many pecan varieties will survive our winters but the average length of the local growing season (approx 155 days) is not long enough to mature pecans.  There may be an occasional growing season that approches 180 days, the minimum needed to mature pecan nuts.  You'd need to plant two different pecan tree varieties.American or European filbert, also known as hazelnut.   These might be your best bet.  Filberts need well-drained soils and water during dry spells in winter. They may not fare well in soils that are very alkaline (pH 7.8 +).  These small trees or large shrubs will likely sucker extensively.Turkish filbert/hazelnut - this landscape shade tree may bear some nuts in years when weather conditions are conducive.Yellowhorn (Xanthoceras) - this very attractive small flowering tree bears edible nuts in tennis-ball-sized seedpods. Chestnut - only consider Chinese, Chinkapin or hybrid chestnuts.  Chestnuts may not fare well in poorly drained alkaline clay soils.        Horsechestnuts and buckeyes grow here but produce inedible nuts.Apricot - a few varieties such as 'Sweetheart' are known as edible-kernel apricots. The kernels of other types of apricots should not be eaten.   Apricots tend to bloom very early (March) subjecting them to late frosts. Apricot fruiting and the edible kernel inside the pit of edible-kernel types are likely only 1 year in 10. oak - some oaks that can grow here (English, Bur) produce edible acorns - but you will have lots of squirrel competition for them, as you will for many other nut types.Pinon (pine nut) - these native pines produce edible seeds (nuts) if there are several pinons planted on the property. It will take several years for them to reach bearing age, and seeds/nuts are borne only once every few years.  Pinons do not thrive in heavy wet soils that drain poorly.    

Sorry, the formatting made my answer difficult to read.  I'll try again:

Scott,
unfortunately, local weather and soil conditions limit the number of nut trees that can grow here in Arapahoe County. Possibilities and the main reason(s) why they would struggle to survive or bear nuts here:
Almond - the only real option is Hall's Hardy Almond; hardy to Zone 5. Almonds, like their cousins peaches, bloom very early in spring, subjecting them to late frosts and cold snaps. May fare poorly long-term in alkaline soils. If you want to try one, an E exposure would be best. Worth trying but don't expect an almond crop annually.
Black walnut or butternut - formerly a good choice, now endangered by walnut twig beetle carrying the fungus that causes Thousand Cankers disease of walnut. These trees are no longer recommended for planting in the Denver area.
Pecan - many pecan varieties will survive our winters but the average length of the local growing season (approx 155 days) is not long enough to mature pecans. There may be an occasional growing season that approches 180 days, the minimum needed to mature pecan nuts. You'd need to plant two different pecan tree varieties.
American or European filbert, also known as hazelnut. These might be your best bet. Filberts need well-drained soils and water during dry spells in winter. They may not fare well in soils that are very alkaline (pH 7.8 +). These small trees or large shrubs will likely sucker extensively.
Turkish filbert/hazelnut - this landscape shade tree may bear some nuts in years when weather conditions are conducive.
Yellowhorn (Xanthoceras) - this very attractive small flowering tree bears edible nuts in tennis-ball-sized seedpods.  See photos below.
Chestnut - only consider Chinese, Chinkapin or hybrid chestnuts. Chestnuts may not fare well in poorly drained alkaline clay soils. Horsechestnuts and buckeyes grow here but produce inedible nuts.
Apricot - a few varieties such as 'Sweetheart' are known as edible-kernel apricots. The kernels of other types of apricots should not be eaten. Apricots tend to bloom very early (March) subjecting them to late frosts. Apricot fruiting and the edible kernel inside the pit of edible-kernel types are likely only 1 year in 10.
Oak - some oaks that can grow here (English, Bur) produce edible acorns - but you will have lots of squirrel competition for them, as you will for many other nut types.
Pinon (pine nut) - these native pines produce edible seeds (nuts) if there are several pinons planted on the property. It will take several years for them to reach bearing age, and seeds/nuts are borne only once every few years. Pinons do not thrive in heavy wet soils that drain poorly.