Re: My first trip
I think we have all felt your frustration at one time or another. As you learn more about fly fishing, reading water and what patterns to use when it will become more enjoyable, but like you said just being outdoors is more than half the fun.
I like fishing over at North Delaney lake (just west of Walden, CO), not because the fishing is always hot, but because of the beautiful mountains in the background, and occasionally I will catch a fish. They say half the fish in North Delaney is 20" or more, so when you do catch one its a thrill.
I've heard that East Newton Lake just north of Cody on hwy 120 has some very good fishing, but you will need a float tube or pontoon boat to get out where the fish are. This summer while on a road trip I stopped by there and spotted two nice size rainbows sipping BWO's off the surface. Those fish were over near the handicap dock, but the best fishing is on the opposite shore.