Watering newly planted trees
The key is to make sure the tree gets enough water, but not too much. Typically you want to water a newly planted tree every 3-5 days, depending on how hot it is and how much rain there has been recently. The best way to know if you should water more or less is to just stick a finger into the dirt by the base of the tree before watering, if it feels very dry water more often, if its still very wet, water less often. Whoever sells the tree will have more advice on exactly how much each species needs and how often, but its very important to make sure its not getting overwatered or under watered. Every planting site is different, some have more runoff from gutter or other hard surfaces like concrete patios, others have better drainage. You just need to monitor the soil and get a feel for the specific tree's water needs in that spot.
Large trees
Autumn blaze maple - Maples can be prone to chlorosis but it can be managed. Its pretty much the only tree on the list that grows fast at all.
Catalpa - I have almost never cut out a broken branch from one and don’t know if I've ever seen a dead one. Some people object to the giant seed pods.
Kentucky coffeetree - very rarely break in storms.
Burr oak - very rarely break in storms.
Honeylocust - very rarely break in storms, thyronectria canker can be an issue on larger trees but generally isn’t an issue for the first 30-40 years
Hackberry - Good tree, only issue is they are covered in hackberry nipple gall (funny name, I know). It doesn’t impact the health of tree at all, it's just an aesthetic issue.
Small
Smoke bush - Royal purple variety looks great and is a nice contrast in green yards. Flowers look cool.
Redbud - Beautiful pink flowers in the spring. Prefers shaded areas, no direct sun all day. Good to plant with a larger tree that will give it shade for 1/2-1/3 of the day, relatively fast growing for being a small tree.
Japanese tree lilac - Yellow flowers in the spring, I've never seen a dead one so they clearly do well in Colorado.
Service berry - Native shrub to Colorado with nice spring flowers. Small berries attract birds in fall, awesome fall color.
Amur maple - Grows fast (almost too fast sometimes) Awesome fall color.
Peach - Don’t plant if you don’t like peaches! (If you don’t like them your neighbors probably do though). Grows very fast, in years where they produce fruit it can be excessive amount and can even cause damage to the tree. The weight of fruit will break branches as they ripen so be aware in the fall. Grows very fast for a small tree.
For those looking for a really thorough discussion on trees from CSU extension, this link is a list of literally every tree in Colorado. It's got far more information than almost anyone needs but it does rank trees as recommended or not.