Close by is public BLM land and the Ridgway State Park with its 1000 acre lake with camping, hiking, biking and fishing. Don't forget to look up Black Canyon of the Gunnison National Park and the Curecanti National Recreation Area which are 45 min - 1.5 hr away, east of Montrose. Enjoy boating, hiking, fishing and many other sightseeing opportunities. Check out the Box Canon in Ouray, 20 min away, the little 'Switzerland' of America. Ride the Silverton/Durango short gauge railway through the gorge and near Red Mountain Pass.
Mesa Verde National Park is only 3 hr away in Cortez, and many national parks are within a day's drive incl. Canyonlands and Arches across the state line to UTAH, as well as Grand Canyon, etc.