Steamboat, Durango and Salida are all good bets. What about job and cost of liviing criteria though? Steamboat is probably the most expensive of the three, with Salida being the cheapest. I'd steer clear of Vail, not only because of the cost to live there being so high but also because of the annoyance of having to listen to I-70 every waking moment of the day and night (yeah, I USED to live there).
If I were moving somewhere to primarily ski/board, with close proximity to good boating, it would be Silverton. If I were moving somewhere to boat, with close proximity to good skiing, it would be Buena Vista/Salida. Salida seems like it has the most progressive boating community in CO.
If you're interested in buying property, you should check out Jed and Katie Selby's project in BV: