So, it sounds like you聮re perfectly open to most anything on the market聴except what聮s on the market. Is that correct?
L.L. Bean Weather Challenger Jacket

The trouble with fleece is that by itself it usually isn聮t all that warm聴at least, not when worn as the primary insulating piece in cold weather. Most soft shells are aimed at the high-aerobic market, although there are exceptions which I will get to momentarily. One possibility is to get a three-in-one jacket, a piece that has a fleece liner that can be worn alone when it聮s mild and dry, a shell that can be worn alone when it聮s mild and wet, or you wear them together in cold weather. L.L. Bean makes a nice piece along these lines called the Weather Challenger Jacket ($159; llbean.com). It has a wind-blocking fleece inner jacket, with a water-proof breathable shell that uses Bean聮s light 2.5-layer membrane material. It聮s really quite snug; over a sweater, and with gloves and a hat (it has a hood), you should be fine in Colorado.
Another option is to look for a down sweater or something similar, use that as a primary layer, and then add a shell when it聮s colder or wetter. Down sweaters don聮t have the bulk of a down 聯parka,” and they actually can be quite flattering. Patagonia makes a lovely down sweater for $175 (available in Fall at patagonia.com). Over it, toss something such as Marmot聮s Oracle Jacket ($150; marmot.com), which gives you a waterproof-breathable layer in an array of stylish colors.
On the soft shell front, Mountain Hardwear聮s Women聮s Synchro ($185; mountainhardwear.com) comes with waterproof-breathable laminate bonded to a fleece liner. Plus it聮s really quite nice-looking. Over another layer or so, I think you聮d be fine with it during Colorado winters.
Hope that helps!
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