There are plenty of convenient places to store your luggage in Denver, from downtown to Lincoln street to Capitol Hill and Commons park. The cost is just US$6 per day, and check in time is just 3 minutes. So basically, in the same time it took to make that instant cup of Ramen before rushing to the airport, you can be in and out the door with no luggage to weigh you down.
Don't count on finding this kind of thing. Some silly people put bombs in there. Our Homeland Security people try to head those things off. In Europe, especially GB, you can't even find a trash can on the sidewalks for the same reason. A worker at the train station told us to just throw it on the floor, the people in the green jackets will pick it up. Really. What a world we live in.