Welcome to the forum!
I live in Aurora also. For the most part, I've never had any problems OCing in Aurora. I've been asked to leave a couple stores (Walmart, Target, and a Burger King...I think that's it) but when I talked to management they apologized for what happened and said they were fine with OC. These were the exceptions rather than the rule.
Obviously, OC is illegal in Denver and since Aurora and Denver are right next to each other, just be careful about inadvertently crossing into Denver.