Driving under the influence (DUI) is illegal in every state. Colorado will most likely be able to see if you have been convicted in another state. It's dangerous for everyone involved. The consequences of a DUI conviction include fines, jail time, license suspension, and even loss of driving privileges.
If you're planning to drink alcohol while driving, make sure you plan ahead. You should never drink and drive. Also, keep an eye out for signs of impairment. If you experience any symptoms, don't drive. Pilots have a saying: "12 hours between bottle and throttle". Follow it and everyone will be safe.
It's not enough to just avoid drinking and driving; you also need to know what constitutes impaired driving. In Colorado, there are six different levels of impairment.
If you're pulled over by police, you should do everything possible to avoid getting arrested. This includes being prepared with the right documents and having an understanding of how to handle yourself during the stop.