Vail is probably the place to go. I like Frisco myself, but it's a smaller town and is not going to have nightlife. Vail will have more restaurants and more entertainment.
If you want to go with amazing scenery, go to Telluride, but I'm not sure of the nightlife there, either. That's not something I ever think about.
Eliminate the racist "Chiefs" nickname and become the Kansas City Ermines. It's time, people.