We are in Grand Junction, CO [on the Western slope] and we were told, when we first came here, to drink lots, lots, lots of water. I can't remember the logic behind it, but it worked!
Toto has always loved water and the altitude didn't affect her at all. Welcome, in advance! You will love Colorado ... we do!
Make sure to keep a close eye on your Yorkie babies ... there's wild "critters" out there!