I have just relocated to Pueblo and haven't found many great places to dine, but I do have to give kudos to Angelo's Pizza on Union. The best that I have had around town. If you feel like something mexican then definitely try out Mexi-Deli, it's more of a fast food joint but has the best tasting menudo and burritos. I have heard about Restaurant Fifteen Twentyone coming up soon and would love to check it out when it opens, sometime in September I heard.
Not a dining experience but a great place to buy quality imported ingredients is Gagliano's Italian Deli at 1220 Elm St. I don't know where you moved from, but if it was from anyplace with a "Little Italy" or other strong Italian neighbhorhood, Gagliano's will look and feel familiar. It's family-owned and fabulous. Closed Sundays and holidays.
I wrote a fairly long reply the other day, but it somehow disappeared (maybe the Chowhound team didn't like something) or didn't take. Short version: Rojas Ristorante Mexicano (two locations, one downtown right off I-25 and the other on US 50 west of the city) has fabulous chile con queso, made with abundant local chiles. Duy Pham, well-regarded Denver chef, is supposed to be opening his own restaurant later this month. It reportedly will be called Restaurant Fifteen Twenty One and will be located at First and Main. Check it out. I've never been to Rio Bistro, but I have been told that it serves good German food.
Be sure to take time to explore the Riverwalk, a gorgeous reclamation of a stretch of the Arkansas River.