O.L.
We wanted to send our son to one but the cost was prohibitive (something like $10K a year, IIRC). There are two in the Denver area, Colorado Int'l School and Denver Int'l School... both of them have web sites.
We found a public school that has a dual-immersion Spanish program (we're in Jeffco and I think this is their only official one). DPS has a few and your district might as well. I'll double-check to see if I have anything on Aurora from when I was researching this.
As to our dual-immersion program, my son has only completed 1/2 a year of preschool so far. The preschool isn't immersion but rather "Spanish enrichment." And he's definitely learned a little bit. Not much yet, but a little. This particular school's goal is for all students to be bilingual and biliterate by the end of 6th grade. The program is getting lots of kudos from around the district, from what I hear, so definitely check out your local district.
Best of luck!