Red Rocks is an iconic music venue (originally constructed by the CCC in the 30's!) but also an amazing spot for hiking and adventures. Check out the museum and hike around their easy / moderate trails. If you're a hardo, you could explore the Mt. Morrison hike that ascends the peak above Red Rocks. It's short, but brutally steep and is a big favorite of Sam's!
Home of the City of Denver's preeminent bison herd! A nice park with hiking trails just up I70 from Golden. Please do not feed the bison.
Clear Creek passes right through downtown Golden and there's an amazing path that accompanies it. Parfet Park might be a natural starting point. If you're feeling particularly sporty, floating down the river in inner tubes is a popular activity.
An awesome spot for an outdoor hang. Tons of food options from their various vendors and a massive wall of taps, including wine, beer, and anything else that could feasibly flow out of a wall.