The big question is why this is this close at this point? Udall hasn't really done much wrong from what I've seen, and some things right (like standing against the administration on NSA stuff).
Like I said up the thread, Udall's policies aren't as publicized as Hickenlooper's. Hick might be more controversial, but that just means people know who he is and what he stands for. Also, effects from his policies are felt more immediately in Colorado. Udall, however, is less publicized and therefore less known.
Off the top of my head, the main thing that sets Udall apart from Generic Democrat in my mind is his anti-NSA stance. Like you said, this is a good policy for a Western state. However, I don't think most people in Colorado pay enough attention to know that. Right now, Udall is basically "Generic Democratic Senator" and his opponents are "Somebody Else".
Udall's best move would be to blitz the airwaves with positive bios before AFP does too much damage. Unlike Hagan in North Carolina, Udall knows who his opponent will be and should also prepare some negative ads as well.