If you're looking for the best celebrity resorts in Colorado then you certainly want to check out Aspen. I have heard more reports of celebrities, the rich and the famous taking their families on holiday ski vacations there than any other area.
Rock stars and actors that want to take the whole family (and the dog) skiing like to come here because there is plenty of excellent terrain no matter what your skill levels are and maybe the fact that there are so many stars around that they feel comfortable.
As you can imagine lodging here is pricey. I have even heard tourists with obviously deep pockets do a bit of complaining especially recently. Hanging out at the best celebrity resorts in Colorado, (Aspen ski resorts or whereever) can be expensive so plan ahead, bunk at a friend's cabin or get ready to pay to watch the celebrities ski and play in the snow.