There is a luggage storage service a short one minute walk from Union Station in downtown Denver - LUGDEN. You can make a reservation online - lugden.com, call - (303) 747-5600, or show up as a walk-in. They offer hourly, day, overnight and weekly bag storage. Great place to store your luggage if you're on a layover from Denver International Airport, or going to a concert, or headed to a Rockies game at Coors field and want to enjoy yourself without having to lug your bags around.
The "rent the cheapest car possible and just leave your luggage in the trunk" is an interesting idea. Admittedly, I have not tried this, but if you are a premium hotel's frequent stay program (gold, platinum, or whatever their levels are these days) you might try leaving your luggage with the bellman at a nicer hotel. They generally will hold it if you arrive prior to your check-in time or you're hanging around after your check-out time ... but if you asked (and added a big tip) they might hold your luggage even if you're not staying there.
Bicycle lockers are usually in outdoor locations near railway stations and the like where people may want to store bicycles securely. They are often banked together, with individual lockers shaped like an isosceles triangle for efficient and compact storage of a bicycle. This triangular shape permits the lockers to be grouped either in a radial pattern (with the sharpest points of the lockers together), or in a row in alternating orientations.
Try the Colorado River Stone massage, a must for weary travelers as they acclimate to The Mile High City's altitude, and follow it with traditional afternoon tea in the lobby. Although this historic hotel was built in 1892, the spa opened in 2006 with special thought to male business travelers, providing a well-appointed men's locker room and several treatments designed just for him.
Centrally located between Downtown Denver and the D.T.C., Colorado Center was designed to be the central location for everything in your life. From a high-quality office environment to great restaurant and entertainment options, Colorado Center is a premier transit oriented development with three existing Class A Office Buildings. Tower III will complete the office component of the project, along with future Residential and additional Retail.