There are several way to get to Red Rocks Park & Amphitheatre from Denver: probably the best and cheaper way is to book a seat in a shared shuttle. I've booked with Shuttle Red Rocks and a return ticket did cost me $83.74 (in May 2023) including fees and taxes. The driver picked me up at Union Station, opposite the Crawford Hotel, dropped me at Red Rocks, picked me up after the concert to drop me off back in Denver. Very smooth and safe.