I have been to Colorado a couple of times, as I live on the east coast. I think if one had to pick in terms of natural beauty, friendliness of people, and liberal politics that considers the needs of all people, Colorado would win. All it lacks is a connection to the ocean.
Each state has its pros and cons, I live in Idaho at this time and it seems ok but in Boise, downtown, there seems to be alot of people getting hit by cars... Another great state is Utah. Great senery, very nice people, and small towns where you can get to know everyone at. But there is no best state. Just reasons to move one state to another.
Every state in the USA has varying qualities that people will love. A lot of southern states have lower taxes and larger business states. Northern states often pay a lot more for health care including Vermont where they have an almost universal health care system. Other states offer more aid to the poor while some offer better educational system. Best is relative.