First, seeing that you are in Colorado, there are two reasons we would recommend direct vent - one being that parts of your state do not allow vent-free indoor gas appliances in the first place and the other being that your high altitudes are detrimental to the performance of said vent-free units. For more information, please see our
Gas Fireplace and Stove Buying Guide. I would be happy to recommend a pair of direct vent units.