I live in England now, but I'm from Colorado Springs! My parents still live there.
I think the main thing is to try and pick drought-resistant varieties, try to plant them someplace where they won't get cooked, and water (carefully) every day. Even though there's been water restrictions for the past few years, my parents manage to keep a more-or-less green lawn and various flowers--at least in the well-shaded front yard, where there's no dog!
We grew a patch of vegetables (beets, spinach, carrots, radishes, and I think lettuce) on the back porch when I was a kid. I never have had much luck with tomatoes or peppers, but I think this has to do with laziness more than anything else. I did manage to grow a few tomatoes in a pot on the patio in Denver a few years ago (I only harvested two!).
Incidentally, does anybody have any tips on growing vegetables indoors in a cold, damp climate (Northern England)? I would really like to grow my own sugar snap peas, and maybe some New Mexico-style chiles, but I have absolutely no outdoor space at all. Most of the things I've found on Google are oriented toward those who have a small outdoor space of some kind, but I'm not even sure that I can put up window boxes, due to the design of my apartment windows.
Am I SOL?