Having moved here from Colorado Springs two years ago after rliving there for 10 years, I can say they are very similar but distinctly different too. I found housing more expensive in the Salt Lake area that Colorado Springs, but it is probably less than Denver, although Denver has been hit harder by the housing crunch so maybe that is no longer true.
You know about the geography and climate (very simiular although a bit drier in Utah) so I will not say much. The main difference is the very conservative church-based culture in Utah is quite a bit different that the more liberal culture of Colorado. But I hear the ski lift lines are much shorter here on Sunday than they are in CO so it can be a positive.
