Craig
Grand Junction was a charming place when I stayed there while visiting Colorado National Monument.That was back in 1976 so it could have changed since then.
Steamboat is a bit more sophisticated than Craig. That's good or bad depending on your perspective. If you can't put up with the tourists and aren't interested in skiing, Craig is your place. If you like to shop or ski, go with Steamboat.
A lot of people talk about moving to Colorado but they don't realize what it's like having the snow start in September and go on through May. If you're not used to it and/or aren't a skier it can be hard to deal with. The weather is a lot more of what most people are used to east of the Front Range than back in the interior.