I can vouch for Steamboat. Just returned from ResortQuest Bronze Tree condos, which had ski in/out access, indoor pool (not used since skiing was a hit), private shuttle service, and full kitchen. Very personable staff and concierge.
Since parents knew skiing, we took PRIVATE group lesson at Ski School, so we could be along to witness progress. Our nearly 4-year old and 6 year-old benefited greatly, using ski school at base of mountain. Carry a backpack and put snow boots/ski boots in it just in case you have to carry toddler.. hauling boots and skis and kids around was exhausting...our kids wore out from ski boot walking.
Small town very friendly. Never found a stranger.
Indoor skating was a great hit at Howelson arena where your toddler can use a frame for support and skate on own (watchout - ours skated 2.5 hours using this). Also can pull on ice using small sled on a rope.
Inner tubing at Saddleback ranch was another hit. You will have to hold toddler in lap since not yet 5, but was a thrill for all adults and kids alike. It's a fast ride. Took our two on dinner sleigh ride at same location. Dinner pleasant, but it was the practice roping for kids and adults afterwards that made it a total hit...in addition to the likeable staff.
Have a great time. I also looked at your other choice, but had relatives in Colorado that were to meet up with us.