No, DIA sucks compared to many other large airports with this regard, even ones much larger than DIA. Many large airports (LAX comes immediately to mind, Dallas is another) have it set up so you get off the plane, walk to the baggage carosel, then walk outside and on your way- there are entrances and exits for all terminals, and in the case of LAX, several for each terminal.
With DIA, you get off the plane. Then you walk to the middle of the terminal. Then you go downstairs. Then you wait for the subway, tram, whatever you want to call it. Then you take it for a ride that can be several miles if you are at once of the outlying terminals. Then you walk through the concourse. Then wait for baggage to make the same trip, baggage that is in line behind all of the other flights that got in in front of you. THEN you get to walk out.
I used to travel a lot on business, and saw a bunch of different airports. The only one that took me more time to get out of was Atlanta, and (surprise) DIA's design was based off of Atlanta's design. Unfortunately I think a lot of the newer airports are going to be set up with one entrance/exit for security reasons. :(
COS is a nice little airport, but its ease is just due to the fact that it is tiny.