All,
I'll add a little to David's report. Lesser Goldfinches have been quite regular in my yard in Littleton, near Clement Park, for a couple months. Yesterday (12/26) I set a yard high count of 23! I was playing in the sandbox out back (with our 4 yr old daughter) and the feeders were covered and adjacent bushes had several more. Twenty-three was the max I counted between playing in the sand and being told what to do. When we were on the side of the yard with the feeders, thus keeping birds away, the Lesser's were chomping on seeds in our ash trees and making quite a racket. Admittedly, I got a second thistle feeder a few weeks ago to see if I could keep some Lesser's around or attract more individuals. I seem to have done both as I now have many more individuals than just 2 weeks ago.
I did a quick look at recent eBird reports, and as David noted, there are a bunch of Lesser's reported around Littleton and Ken Caryl Valley (and many of those were reported by David). Scattered continuing birds are around Lakewood as well, with very few to the north. Colorado Springs has a smattering of recent reports as well. If you come across Lesser's, at your feeder or otherwise, I encourage you to eBird them. This will help us all get a better handle on not just the spatial extent of wintering birds, but how many individuals are being seen, as these birds are fairly new wintering birds in Colorado over the last few years.
From an eBird data standpoint, continued reporting from the same location is some of the best information you can submit. Don't hesitate to report your yard birds, daily, weekly, whatever. Just eBird them!