I live in Sidney Nebraska, only 100 miles east from Cheyenne and I go over there and to Fort Collins quite a bit. There is the Poudre, but like Larry said, it got hit HARD by fires this summer. I had to drive 30 miles up the canyon to get past the burn, and still didn't do so well. There's also the Big Thompson over by Loveland that fishes well, despite having a lot of fishing pressure. In the immediate Cheyenne area I haven't heard of anything...that might because I didn't look that hard because I don't want to spend $160 on an out of state license. If you're willing to drive about 180 miles, there is Grey Reef, which arguably holds some of the better trout fishing in the country. About 80 miles north east of Cheyenne is Torrington Wyo near the Nebraska border, and I know for sure of at least 1 nice creek over there that has a very healthy population of wild rainbows. If you venture over to Nebraska there are a lot of wild rainbow and brown trout fishing opportunities in creeks near Scottsbluff. If you go even further into Nebraska you'll eventually hit Ogalalla (180ish miles from Cheyenne), this is where I spend a lot of my time fishing for trophy sized rainbows, its also known for monster Wiper. So...within a 200 mile radius you have A LOT of good fishing opportunities. Once you get situated in Cheyenne we will have to see about meeting up and doing some fishing!
-Chase