GOURMET FOODS AND MORE
Boulder's Farmer's Market - 13th Street in Boulder, between Arapahoe and Walnut. Saturday mornings and Wed. afternoons. Boulder boasts the biggest and best farmer's market in the state. And the sellers must be selling products that they produce/grow, unlike other markets at which some tables sell imported produce. There are restaurant stands too, so eat there as well. The place to see and be seen on Saturdays.
Cheese Importers Warehouse/La Fromagerie - 33 S. Pratt Parkway, Longmont. www.cheeseimporters.com - Walk into the refrigerated warehouse full of some 500 cheeses from around the world. Roam the little gourmet French market out front and even stop for a bite at the tiny cafe inside.
Marczyks - 17th and Clarkson, Denver - Wonderful products, but not a huge market. They have the only sliced deli roast beef I'll buy (by Niman Ranch). Expensive though.
Peppercorn - 1235 Pearl Street, Boulder - simply the best cooking store anywhere! Don't forget to walk up the second floor too.
Savory Spice Shop -1537 Platte, Denver - (next to Paris on the Platte) - Freshly ground spices direct from the producer. Very fun shop! Try the tomato powder, vanilla sugar, and ask if you can taste and chew a Sechuan pepper corn.
Spinelli's - 4621 E. 23rd, Denver (near Science museum) - Jerry Spinelli is very involved in Slow Food Denver. Good stuff here.
The Truffle - 2906 E. 6th, Denver - This tiny cheese and gourmet store is very well known. They provide specialty cheeses to many of Denver's best restaurants. The original owners, David and Katie were very sweet and incredibly knowlegable about their products. Although I haven't been since they've sold it, I can only imagine it's still the same. They will give you tastes of any cheese. They also have a wonderful selection of olive oils, vinegars and truffle products.

ASIAN
Asian Market - 2833 28th St., Boulder (Maria-owner and son Peter) The largest in Boulder, but not as organized or spotless as the other. Harder to find things unless you know what you're looking for and where it might be.
Far East Center - 375 Sl Federal Blvd., #104 (just south of Alameda - go under the pagoda arch at the entrance) This shopping center in the heart of Denver's Vietnamese section is filled with interesting Asian stores, including the Little Saigon Market (groceries), a few jewelry stores, and a tchotchke store that is so fun to browse (there's also a Chinese medicine shop inside). There are a few wonderful bakeries as well as a good Vietnamese restaurant.
Oriental Market - 1750 30th St., #84, Boulder - (Dita & Gaby sisters/owners) The smaller market in Boulder, but very clean and easy to find things. The lovely sisters also run a small deli and have a few tables for Indonesian dishes. They also carry a few other international foods like Dutch (look for salted licorice in the fridge case)
Pacific Mercantile - 1925 Lawrence St., Denver - 303-295-0293 (Kyle, Manager) - closes Sun at 2pm - This is my favorite Asian market of all. They specialize in Japanese foods and are rather large. There's fresh fish for sushi and a hard goods area in the back with wonderful dishware and kitchen goods - if there's a tall American man working back there, talk to him - he can be a riot - he lived in Asia for quite some time. I shop here a lot.
Pacific Ocean Market Place - 6600 W. 120th Ave., Broomfield (near Main St.) - This place is huge. It's a whole supermarket of Asian foods. I must admit, it doesn't seem super sanitary to me, but I've never had a problem. Check out the meat and seafood depts. for things you've never seen before, and fresh seafood you wouldn't expect (like cockles and tilapia)

MIDDLE EASTERN & ETHIOPIAN
International Market - 2002 S. Parker Rd., Unit A & B, Denver (Near Dayton, Between Mississippi and Iliff) - 303-695-1090 - This is a huge middle eastern market. I think you can even buy whole goat here. Tons of products both food and non-food.
Marhaba International Market (Afican/Ethiopian) - 6879 Leetsdale Dr., Denver (at Oneida) - 303-33-7653 (One place I can find Red Gold, the paprika paste I love so much)
Middle East Market - 2254 S. Colorado Blvd., Denver (Between Evans and Iliff) - 303-756-4580
Mid East Market and Deli (not sure of name) - 1397 Pearl St., Boulder - Boulder used to have two Mid-east markets and this is the last one left. It's small, but clean and friendly. They have a deli in there too with some of the best gyro sandwiches I've ever had.
Nyala Cafe/Store (Ethiopian) - 5707 E. Colfax, Denver - This is one place I can find specialty Ethiopian herbs and spices that are hard to find anywhere else.
Queen of Shaba/Mercato Market (Ethiopian) - 7227 E Colfax, Denver - This is another place to find Ethiopan spices, as well as injira bread and Niter Kibe (or Kebbeh), spiced Ethiopian butter - although I usually make it myself.

ITALIAN
Carbone's Italian Sausage Mkt & Deli -1221 W. 38th Ave., Denver - 455-2893 - Homemade sausages.
Gargaro's Italian Bakery - 5058 Marshall St., Arvada - Italian baked goods
Parisi Italian Market and Deli - 4401th Tenneson (at 44th), Denver - Typical Italian products and good sandwiches.

OTHER NATIONALITIES
Avanza (Mexican supermarket) - 7305 Pecos St., Denver (immediately off Rt 36, Pecos exit, go right) - This place is huge and the only store at which I walk out spending more than I planned and am always shocked at the low prices. Amazing and unique produce, catering to both the Mexican and Asian clientelle. Check out the wall of tortillas. Great meat department too. More chiles, beans and rice here than you'll see anywhere else. I stop here a lot on my way back from Denver since it's right off the highway (you can see the tall yellow sign from Rt36)
Eastern Deli (Eastern European per guy at European Mart) 280 Steele in Cherry Creek. I actually haven't been here yet (or maybe I have with Susan's cousins...not sure if this is the same place). Gotta check it out.
European Gourmet (Eastern European/Polish?) - 6624 Wadsworth (behind Golden Europe restaurant). Small but sweet. A nice selection of sausages hanging behind the counter. T-F 10-6, Sat 9-5, Closed Sun/Mon.
Elite Deli (Russian/Eastern European) - 15143 E. Hapden (at Chambers), Aurora. A large friendly place. Great meat and cheese deli section as well as sweets and lots of packaged goods and even some hot ready-to-go foods (the smoked duck is great). If any of these have bags of home-made ravioili in the freezer, get them, they are good. It's the largest Eastern European market I've found yet. M-S 10-8, Sun 10-6. 440-9902.
European Mart (Eastern European) - 5225 Leetsdale at Forest - I get such a kick out of this place, maybe because I'm from an Eastern European background. Owned by Russians (I assume by their accent), they have all sorts of interesting meats, baked goods and other stuff. I always buy Red Gold paprika paste when I come here (in the fridge)...as well as matjes herring (deli case) and a few other things. I even found smoked sable (black cod) once for an unbelievabe low price (usually costs a fortune).
Penzey's Spices 7511 Grandview Ave., Olde Town Arvada. I haven't been yet, but heard it opened near 58th and Old Wadsworth (and confirmed it on the Penzy's site) and I look forward to checking it out. (303) 424-2777
Rancho Liborio Market (Mexican/Latino) - 10400 E. Colfax Avenue, Aurora. A large Mexican supermarket, similar to Avanza, but I think even better. There's also a hot food bar, deli and restaurant sitting area inside (made to look like a plaza in a Mexican village; fountain and everything.) Found some unique things there like frozen, whole mamay fruits and lots of unique sweets, including a variety of tamarind candies, by the eating area.