In the alpine lakes, I had my best luck fishing marabou damsel nymphs that I tie up on a size 12 Mustad 9671 hook...or anything like that. Olive Woolie buggers also work nicely. I also had good luck with a PT flashback midge and X-Caddis. You might want to have some olive or silver (gray) scuds in your arsenal, but I never pulled them out. I'm not sure where you're headed but the Ruedi Reservoir holds a significant amount of Mysis shrimp. Mysis were introduced into Ruedi, Taylor Park, and Dillon reservoirs to help support the fish stocked there. I didn't bother fishing mysis in the lake but did use them with great success in the tailwaters below, near the dam outlet. I used this pattern ( with a small modification, that probably isn't needed) with great success. http://www.charliesflyboxinc.com/flybox/detail.cfm?parentID=84
I'm headed back out again this year...late July... to Yellowstone but if the rivers are still chock a block full of water...I may head back down to CO...whether the other half likes it or not. I'll be checking with my uncle to see how the Roaring Fork and Frying Pan are looking in August.
I had hit some of the high lakes around that part of Colorado and the fish were primarily brookies. They weren't too picky.
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