I lived in CO for 6 months, two years ago. Moved to CO from Tampa, FL; so I know what you mean. It does get cold, no bones about it, and windy too!

I'm a runner, which means I spent an innurdanate amount of time outdoors, and that helps get used to whatever weather conditions are. While living in Tulsa, I got used to running in 110+ weather with 30% + humidity.

That said, take the best of Austin, the best of Houston and the best of San An; add some altitude and well, you get Denver!