Welcome Mike. I am thinking this is the Mike that works with Julie for the infamous George.
Since there are not a ton of guys on the Colorado board that run a 05+ truck I suggest you ask on the national forum (you may already have) about sliders. I have the Slee's on my DC and they by far have been the best purchase I made for the truck. IMO having run this truck off road I would do the build up in this order:
skid Plates (get a full T Case Skid
Lift if you plan to run 33" tires
Gears if you plan to run tires larger than 33"
Did you get a TRD with the rear locker? I would suggest Lockers while you are gearing.
Then bumpers, winches, lights and the other do dads.
I would highly suggest a high clearance rear bumper which is my next move for my truck. For the front you might check out a new design from CBI. It looks bad ass in IMO.
On lifts go with an adjustable coil over if you can afford it just because it gives you the ability to adjust the front as you load it down. In the rear go with a new set of leafs not an AAL. The AAL's just don't hold up and I am looking to get a new set of leaves right now.
Look forward to seeing you on the trail!