Even without taking politics into account, Colorado wins. Having actual cities alone puts it over Wyoming. In terms of natural beauty it's pretty much a draw but Wyoming has no answer to Denver or even cities like Boulder and Colorado Springs. The latter of which is a pretty conservative city, and I'd still rather live there than Wyoming.
As someone who enjoy natural beauty and has been to many natural attractions, including the Alps, Patagonia, Tibet, Canadian Rockies, I strongly prefer the Grand Teton and Yellowstone, over the Colorado Rockies. IMHO Colorado Rockies are pretty average in terms of natural beauty.