After they shut down Sportsman's Warehouse on Wadsworth, the west side became SOL. Both Cabelas and BPS require packing a lunch from Golden. There a a number of small fly fishing shops within reach and another Sportsmans warehouse at I-25 and 84th...still a trek.
You might consider Cabelas on the Internet. Their delivery to the metro area generally is only a couple days by regular mail due to their hub in Sydney, Nebraska.