Best for
Visitors staying downtown, groups without a sober driver, and anyone who wants the return handled.
Red Rocks feeder page
Red Rocks shuttle from Denver: the default move for most visitors
Direct answer
If you are staying in Denver and do not want to drive, take a Red Rocks shuttle from Denver. Uber can be fine on the way there, but the shuttle is stronger because the ride back is already planned.
Watch out
Rideshare is easiest before the show and least predictable when the crowd leaves together.
Decision
Choose shared shuttle unless your group needs a private vehicle and custom timing.
Recommendation
Start with the shuttle decision, then choose shared or private based on group size and pickup needs.