I'm flying to DIA later this summer for a visit with some friends in Cheyenne, and will  then head up to Yellowstone, Black Hills, and some of the other national parks in the area.

I want to bring a handgun, and currently have a PA LTCF/CCW, but not sure if thats good for CO (pretty sure I'm good to go in WY or SD though). Also, given all the bullshit gun laws CO seems to have been passing lately I need to know what kind of mag limit or other bullshit I need to be aware of.

PA permit is good here.  Don't worry about the bullshit mag law, its utterly unenforced (local shops will sell you any size mag you want).

I'm not too worried about buying mags; I'm more worried about some TSA or airline goon pulling one out of my bag for the flight either in or out of DIA, and getting snagged for something dumb that way.

I wouldn't worry about that at all.  TSA doesn't enforce state level gun laws, they only give a shit about if your following the normal rules of flying with a gun.   Bring whatever you want.

fly to cheyenne instead?

My local airport doesn't have a direct flight to Cheyenne.  And I'd rather stick my dick in a blender than have to go to Newark, Philly, or JFK for a direct flight.

TSA isn't going to open up your case to see what you brought in.  Flying out, you'll have to go to the ticket counter, fill out the little form that says it isn't loaded, then hand it over to TSA so they can x-ray and swab the case. I've flown in/out of DEN with guns dozens of times. Never any issue.