I'm not sure if you've landed on an area yet. My wife and I moved to Colorado last year from Western, TN. I'm from Western, KY, so I'm partial to the area. There are tons of real estate opportunities around Clarksville, TN because of the constant flow of soldiers in and out of Fort Campbell. It's a really great area (and has great internet for cheap if you live in town, not sure if that's important). If you want great BBQ, go North into Kentucky and head to a town called Lake City between Lake Barkley and Kentucky Dam and check out Knoth's BBQ. Bring cash or check as they don't accept cards. Compared to CO, I'm sure you've noticed how cheap real estate can be. If you can grab a house and a few acres, it's usually enough to deer hunt from. Lake Barkley and Kentucky Lake are incredible fishing, but they are fighting against carp invasion right now so it's having an impact on the young bass/crappie population. If you like catfishing, there's a ton of that to do on the lakes or rivers. The area between KY Lake and Lake Barkley is called Land Between the Lakes and is all public land to hunt and enjoy. (My grandparents were from there before they made the lakes and were asked via eminent domain to leave, but it's gorgeous and you should take advantage.) Your best hunting opportunities in that area will likely come from getting to know private land owners if at all possible. Deer are so populous they are more of a nuisance than anything; so you might have luck with a farmer looking to thin the heard away from his soybean field.
PM me if you have any questions on the area, happy to help where I can.