For me, I carry depending on what I am wearing. I have noticed that I will march my carry pistol to my clothes. I usually carry my .38 snub nose, or my .380 in my front pants pocket, or jacket pocket. If I carry my Sig or my Judge it is always ITW. I am not a big fan of shoulder rigs, because that means I would have to have on a extra layer of clothing to conceal my firearm.
First get an empty box to put what doesn't work for you in it. Think about your family situation, budget, experience, weather, body build, gun type, activities, job, transportation mode, state laws...in cold weather, I prefer outside the waste band. Summer, inside; with a solid trigger cover and with a clip not belted on, so I can lock it up in the car easily without putting on a show.
I've got several holsters, iwb, owb, ankle, and a shoulder holster. Guess which one I go with most of the time? None, unless I'll be carrying for a long period I'll carry "mexican carry" iwb at 1 o'clock, sturdy gun belt carries my full size USP in condition 2, no problems at all, for me personally, very comfortable and easy to get to if need be.
Since you live in Denver, you likely wear a heavy coat in winter. A shoulder holster under the coat provides quick access to the gun if you leave a button unfastened right in front of the grip of the gun. Also, if you wil be in a congested place but keep the coat on, a smaller gun in a coat pocket may be best. If you wear a coat, but will take it off when going inside, then maybe have the smaller gun in the coat pocket, go to the restroom when you arrive indoors, and switch the gun to an IWB or a pocket.
In summer, the normal concealment for light clothing would be OK.