I’m almost too afraid to say this but Japan wins from Colorado as going for fly fishing. It’s truly beautiful and way less touristic.
The nature is something you won’t have seen anywhere else where. Also of course the types of fish differ as you are in whole new country.
Important when going fishing in Japan is to know the rules. And when going out in the nature, try to find a good guide. Someone who enjoys fishing himself, can show you around and let you have a great experience overall. These guides however don’t come cheap. Most of them are quite expensive, because not many Japanese people speak English.
The price can very much between Yen 5000 up to triple this amount. Excluding transfer and food. With a good guide however you will make the food right on the spot, and that, that’s of course the best experience you can imagine.