Sometimes you just need to break away from it all, especially in February.  And Colorado is funny, because a lot of people are strapped for cash here, but it doesn't stop us from doing the amazing, because there's hardly any travel involved compared to most places one could live.

While you're at it, why not take a little time with just you and that somebody who makes your world go 'round, making great memories!

In that, it mentions the Glenwood Hot Springs, which is a must at some point for everyone.  But even more romantic is the Strawberry Hot Springs at Steamboat.  Just know the clothes come off after dark.  And I mean everyone's who are there, not just yours and hers/his.  (I forego that portion of the experience, myself.)

Of course, there's nothing wrong with doing little or nothing, as every couple is different!  But now you have even more options.