Although you may find a variety better suited, I would recommend Desert King for your area from what I've read.
You can do a google search, but begin by checking the link I've attached. The trees that I bought from them have done well this year, although I do have misgivings about one possibly being mislabeled.

Here is a link that might be useful: Desert King source

Makea few calls. I know some of the nurseries here just south of you in NM have Celeste and Hardy Chicago in stock. These are good starter trees in pots. I would keep it in a pot still until spring then plant it so that it had plenty of time to get established. I would still cover it in the winter. Thanks.

Thanks Guys!
loslunasfarms- do you know which nuseries?

The nursery is here in New Mexico. I used Google and used the search:

http://maps.google.com/maps?hl=en&um=1&q=nursery&near=Denver,+CO&fb=1&view=text&sa=X&oi=local_group&resnum=1&ct=more-results&cd=2

I know there are many internet nurseries what will ship them. Also there are many that purchase their trees one ebay.

just to add:

I just bought a bunch fig trees and they will ship on monday.

Thanks! I just ordered "petite black fig" tree from Park Seed, they had "buy1-get 1 free"