Also, be sure your bike is in good working condition. Get a tune up and keep your chain clean and greased. Breakdowns are not fun for you and are not fun for the rest of the group. This is Colorado. In cooler weather or in the high country, you should also carry tights and an ear band.
Some riders even carry full-fingered gloves.
Hydration, hydration, hydration. Carrying a couple of bucks can't hurt, and sometimes it is a lifesaver. Identification and a health insurance card is not a bad idea either.