Answer: Cool season vegetables are your best bet for Colorado. High elevations and periodic frost will keep warm season veggies such as tomatoes and peppers from producing. Here's a list of the best choices from Colorado State University: http://cmg.colostate.edu/gardennotes/720.pdf
As for watering, deep, infrequent watering will provide the roots of your veggies with adequate moisture. Depending upon your soil type, it could be twice weekly during the hottest weather. The best approach is to water deeply then wait 2-3 days and dig down into the soil. If it is still moist, you won't need to water for another few days; if it is dry, it's time to water.
Best wishes with your garden!
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